This mission (and really all of the F-18 training missions) is VERY tightly coupled to the gates. If you miss a single gate, you will likely not hear any further narration or guidance until you go back and fly through it. You can tell if you've missed a gate because it will be roughly twice as large as the gates preceding it. The mission you are talking about does in fact have continued instruction after the downwind leg, but it often doesn't play for me if I either miss a gate, or come through the downwind leg too fast (eg. you reach the last gate of the downwind leg before the narration about going full flaps & lowering your landing gear finishes playing).
I feel your pain man. While I'm grateful these training missions exist, the UX could be MUCH better. It would be really nice if there was a way to manually control the narration so that you could skip ahead to the practical part of the mission once you have the initial instruction down and just need practice flying it.
Good luck!
