From a glance through your game log, what happenened several times is that you bought Villa, which then moved to your hand. You played the Villa then using Way of the Horse. This leaves you at 0 buys!
You used your "given" buy on the Villa, but since you didn't play it for its own effect, you don't have any buys now. Since you didn't use any other means of getting +buy on those turns (Hamlet, Pawn, Charm), once all your Treasures are in play, there is nothing else you can do (not even buy a Copper), so the game is automatically continued, which means the turn ends (unless there are Night cards or some Clean-up effects need to be handled).
This is IMO the reason Villa (and Cavalry) gives +Buy in the first place: Your second buy phase is pretty useless without any buys, which you just experienced!