Measurements of the magnetic Grüneisen parameter (Γ_{B}) and specific heat on the Kitaev material candidate α-RuCl_{3} are used to access in-plane field and temperature dependence of the entropy up to 12 T and down to 1 K. No signatures corresponding to phase transitions are detected beyond the boundary of the magnetically ordered region, but only a shoulderlike anomaly in Γ_{B}, involving an entropy increment as small as 10^{-5}Rlog2. These observations put into question the presence of a phase transition between the purported quantum spin liquid and the field-polarized state of α-RuCl_{3}. We show theoretically that at low temperatures Γ_{B} is sensitive to crossings in the lowest excitations within gapped phases, and identify the measured shoulderlike anomaly as being of such origin. Exact diagonalization calculations demonstrate that the shoulderlike anomaly can be reproduced in extended Kitaev models that gain proximity to an additional phase at finite field without entering it. We discuss manifestations of this proximity in other measurements.