I would guess that this is a part of the challenge of the map; that you can't make a loop like that. This map seems interesting to me, as it is put up to make realistic track layouts for what you should think is an commuter service map. I haven't played it yet, but I will! :)

I'm not sure what might be causing it, but on this map it seems to be impossible to make reversing loops or to connect a track back to itself in any way where it creates a full circuit or a half loop. When you try to do such a thing it just gives you no option to build the connection. I'll try to illustrate the problem I'm talking about as well as I can without having an image for it, but I've tried every configuration of track and none of them work, not just the examples I'm giving.
....._
.../ ....\
...| .....|
_/X_/
...__
../......\
.X......|
..\__/

Any ideas on what might be causing it or how to fix it?