The EBBS (aka campaign-script) cannot be shut down during a session of RTW, one has to restart the game. The EBBS 'remembers' the faction the player has chooses and it will remember it until a new session has been started (especially the gov-type scripts get really messed up).
These points lead to 2 important rules (which The King already wrote down a little differently):
1. It is not possible to play with two different factions in the same EB session, one has to restart the game.
2. It is safe to load a different campaign with the same faction, no restart required.

Do you think this should get into the FAQ, Ludens?

Regards,
XSamatan

PS@OP
The red buildings are 'destroyed' gov-buildings from other factions, although the RTW engine doesn't has the capability to really destroy buildings, a 99% damaged building is as close as mods can get.
Gameplay wise, destroy every gov-building in a newly conquered town, even your own old ones.