It's currently played as a decision making game. Try an objective while it's still hard and will probably take weeks to do or run free play over and over til you have enough idols to do the objective in a day? Stay and complete an objective because you've invested a lot of time and resources into it or "cut bait" and do an event and come back to the objective with more idols making it easier later? There's no right answer, just the one that is right for you.

Doing long, loooong runs is counter productive. You'd be much better off resetting often and saving up idols. That will help you go much deeper. You'll also get a lot more chests, which will give you more trinkets, which will also help you go deeper.

Plus, once you complete the objective, you'll still have all those idols and trinkets to help you on the next objective. Doing a long, looooong run just helps you once.