I had the same problem. I defeated the 35 Freaks while running another door mission. So I received a new mission but no location. I went back to Phillipa and chose the option to complete the mission.
This has happened to me before. There is a similarly structured mission in the 25-29 bracket involving the Warriors. At level 29, I had out-levelled most of the Warriors on Talos Island, so I started a door mission from the police radio. I defeated all the Warriors, but had nowhere to go for the next mission in the sequence. I thought about abandoning it to see if my contact would offer it again, but I guessed that wouldn't work, so I talked to my contact and completed it.
I guess it's simply because you can't receive a new door mission while you're already in a door mission.