When you leave a train you have just driven, the service will not end. When I am finished with a service, I click on "Return to free roam". It then seems that you already have booked the next service this train is operating. You are not even asked to give up the service? This is frustrating when you for example want to have a run from Neilston to Glasgow, and then jump over to a Newton service. What happens then is that the Neilston train you just operated is not moving. I also have had this issue on the SEHS route at Gravesend specifically. On the Cathcart route this is appropiate at Glasgow Central, however there might be on other stations too, I have just not tested that yet. It would be really nice for players to give up service themselves with a button/key. Thanks!
I believe this occurs on all routes, I agree it's a bit annoying but luckily you're not locked into that next service. So if you walk over to the the new service and take it over the AI should actually take over your old service. You can also avoid this entirely if you end the service not sitting in the driver's chair.
It happens because hitting "return to free roam" while sitting in the driver's seat is interpreted by the game as you having just sat down in the seat and accepted the service. You can ditch it in the usual way- either take over another train, or wait ~2 minutes for the prompt and release it.
Sometimes you'll have to go sit in the lead cab of the new service, take over the service and then it tends to give a pop-up for giving up the service a few minutes later.