State Machine Fanciness
That's because the Patrolguide Patrol Process is a finite state machine. That simply means you're locked into each step of the process unless there are specific outlets to abort the current Tour or the Patrol (marked clearly with ABORT buttons).
Aborting a Tour back to the Choose Location state doesn't break you out of the current Patrol in whatever Market you started it in. That's why no matter what Market access you have, you'll always see the one you're currently locked into:
Abort Current Patrol
To Patrol another Market, you must abort your current Patrol on the Choose Location screen and switch to a new Context through your Context Menu. Drop it down, select the Market you want to Patrol, and complete the Start Patrol Form. You'll be good to go from there!