Normally this is a result of how a particular player handles user operations vs. VTS navigation.
If you try the disc on a non-Sony brand DVD player and the issue does not occur then you know that it's an problem between Sony and the disc structure.
I'll also say that for some DVD authors, this behavior on your Sony players is desirable because it allows them to put each chapter in a separate VTS. Then they have the flexibility to do a "Play All" function *and* an individual chapter play function using timelines as chapters.
Anyway, none of that solves your immediate problem. What you should do is add a "dummy" chapter point on the last GOP of each timeline. When the audience presses the skip button, playback will jump to the dummy chapter point, and, depending on the length of the last GOP, the end action of the timeline will execute anywhere from immediately to 1/2 second later.
(Zoom way in to your timeline to reveal the GOP boundary tick marks in the time ruler)
-Jeff
The Focal Easy Guide to Adobe Encore DVD 2.0