When I'm playing on route DLC's the journey automatically continues if you select "Continue journey" once. Not only does this not happen on Loco DLC journeys, the "Continue journey" selection doesn't respond at all. Therefore, I have to exit to the main route menu and select "continue --loco name- journey" to continue my journey.
Noticed this with the Baby Bullet journey. Once you've done all the standard Peninsula Corridor chapters, continue no longer works in the result screen. Button makes a confirmation sound and nothing else. Continue button seems to be broken there but as you said, it works fine in the route menu.