The Room was supposed to grant your deepest wishes. However, the three get there and then all of a sudden they're back in the bar. WTF? Was it a lie that the Room granted wishes or did it somehow grant them? I'm totally confused.
Schrodinger's cat walks into a bar, and / or doesn't.
Did you miss the part where the Writer explains why he has decided not to enter the room?
The Stalker also explains why he/Stalkers in general don't do it, they're just guides, and the Professor went there only to blow up the place, but ends up changing his mind as well.
Fine, fine, I'll leave! But first I'm going to bother these peanuts! Hmm? Yes? Hmm? HMM?