Notice that the Sketch tab contains a prominent command called Finish Sketch.
This command provides the same results as the right-click context menu option of Finish Sketch, as well as the Return command.
The reason the command is so prominent is to help make it clear at all times when you are in sketch mode.
For example, before you exit the sketch, select the Environments tab.
Notice that the Finish Sketch command persists on the Environments tab, and the Sketch tab label is also highlighted.
It is possible to select other tabs at any time in your workflow, but the persistence of Finish Sketch and the tab highlight help make it clear you are still in sketch mode.
This design paradigm is also used for the environments. When you are in one of the environments, such as Stress Analysis, the Finish command persists regardless of your chosen tab. It clearly indicates that you are in an environment.
Click Finish Sketch.