See my answer in your post in the Comments To Subsim forum - but in short, as soon as get the message that you successfully completed your objectives, you can hit Esc and "abandon" the mission. It's okay because you've done everything you were sent out there to do. The "abandon" part always confused me as well... but there's no "return to base" option in the Academy tests because you didn't start at base, you just got plopped down in the middle of the action. I think the Single Missions work the same way as well.
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