For a 1939 patrol I would call it quits, mainly due to having no periscopes.
Historically, U-Boat captains had a little more leeway to end a patrol earlier in the war. By 1943, they were expected to remain on station despite very serious difficulties.
I like SH3's freedom to go anywhere, but it would also be nice to get a penalty for completely ignoring patrol orders (example - going to the Med when you're stationed in France, or attacking ships where the KM does not want to alert the enemy). In the old "Sub Battle" sim, ignoring patrol area would always get you fired.
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