It depends of the speed at wich your machine loads the scenes, and how long you hold the Escape key.
I notice that if you hold the key until the Options scene is loaded, it will take the key as pressed again and go back to the main menu. This happens because the “Trigger once” condition works just for one scene at a time, I think, so we can’t do much about that.
But you can use a helper variable “CanReturn”, make it = 0 by default. When the escape key is NOT pressed, do “CanReturn” = 1, then check if “CanReturn” is = 1 to return to the main menu. It forces the player to don’t press escape for at least one frame, preventing the hold-escape 
[code]Conditions: At the beginning of the scene
Actions: Do = 0 to variable “CanReturn”
Condition: Escape key is NOT pressed
Actions: Do = 1 to variable “CanReturn”
Conditions: Escape key is pressed
Variable “CanReturn” is = 1
Trigger once //Maybe not needed
Actions: Go to scene “Menu”[/code]