You can do a city event if you want, regardless of where that next scenario is located. The only restriction is that you are going to do it in Campaign mode.
According to the FAQ, the previous mission had to be in campaign mode.
Yeah, for City Events, the previous scenario has to have been done in Campaign Mode (and you get a new visit after every Campaign-Mode scenario). For Road Events, the next scenario has to be going to be played in Campaign Mode.