As WP indicates - if you are playing at 100% realism, you cannot just hit ESC at any time and "teleport" back to base regardless of your current location. You must be within a certain distance of a base to dock there, which is still done by hitting ESC, clicking "Exit Patrol" and then "Dock at [wherever]" even if you're sitting dockside in the pen you originally sailed out of.
At less than 100% realism you can go through that same procedure and exit the patrol without actually sailing back to within minimum required distance of your base.
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