For those interested in the minutiae of why, see this post:
tldr: the rules calling the Carry out and Report rulebooks follow those rulebooks, whereas the others abide by the rulebooks they call (and therefore there can be no simple way to prevent a rule that explicitly terminates Before, Instead, Check, or After from terminating the calling rulebook and thereby the whole action)*.
* except by modifying and replacing the Before stage rule, Instead stage rule etc. so that they too follow rather than abide by the relevant rulebook, which opens a whole new can of worms