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Then the researchers would record their findings dutifully and continue the experiment as normal.
There are any number of reasons why a person might gain weight temporarily while on a calorie deficit.
Most obviously, some non-caloric material is accumulating in their body, like water. Or poop. Bodyweight can swing 5 kg or more daily depending on these sorts of factors.
It is also possible that the calorie "deficit" is not actually a deficit.
The charts and online calculators that you can find to figure out your daily calorie expenditure are extremely unreliable, as how many calories a person burns per day is highly individual. So if "daily calories burned" is based off a generic calorie calculator, then the most likely explaination is that this person just burns fewer calories than whatever the calculator says.
Even if the person's calorie expenditure was accurately measured before the experiment, the daily total calorie burn a person experiences is highly susceptible to change - especially in circumstances like intentional calorie restriction. When you restrict calories, you lose weight, which means your body has less tissue to maintain, which lowers BMR. It also means you weigh less, so weight-bearing exercise expends fewer calories. When you eat less food, it takes fewer calories to digest what you do eat. And also, most peoples bodies respond to calorie restricion by reducing non-exercise activity thermogenesis - the random, subconscious movements you do throughout the day that your body does in order to maintain a particular body composition in the presence of excess calories.
But if we suppose that we are conducting this experiment over a long time, and the participant has all their food measured out so we know exactly what they are eating, and their calorie expenditure is tracked continuously in a rigorous way, and they consistently gain weight, then presumably the scientists would request the person stay in the experiment longer, and see if they wanted to participate in further experiments, because they would be an extraordinarily interesting case study that could broaden our knowledge on where a human might gain weight from in the absence of excess calories. Because unless they are secretly inserting steel bars under their skin in the dead of night, gaining weight on a real calorie deficit does not happen, as it would violate the first law of thermodynamics.