Well, yes that was meant to happen (it can be a bit confusing). I assume that what you wanted to do was to find all the audiophiles out in Mombasa streets? To do this you don't want to press the "Resume solo campaign" button. What you should do is go into campaign and from that menu choose "Replay missions" when you have beaten the game the option to play Mombasa streets only should be available.
When this is loaded up you are free to roam the streets for as long as you like. You can now get "Naught Naughty" without to much of a hassle. Beware though, the audiophiles can be very glitchy. Some of them might not activate and when they do it can be in whatever order they see fit. I actually had to start a new campaign and gather a lot of them in between missions to get them all (except for the one in Data Hive that is). This does seem totally random though so with a bit of luck you won't have any problems at all.
Good luck and happy Christmas!