Per restituire o produrre NULL valori che dovrai usare LEFT JOIN s.
Quindi, la tua query dovrebbe essere qualcosa del tipo:
SELECT
a.ReservationStayID AS 'Reservation Id'
,a.PMSConfirmationNumber AS 'PMS No'
,a.CreatedOn AS 'Date Created'
,a.ArrivalDate AS 'Date of Arrival'
,a.DepartureDate AS 'Date of Departure'
,a.TAProfileID AS 'TA Id'
,a.StatusCode AS 'Status'
,b.PropertyCode AS 'Hotel'
,c.NAME AS 'Travel Agency'
,c.CountryCode AS 'Market Code'
,d.CountryName AS 'Mkt'
FROM ReservationStay a
INNER JOIN GuestStaySummary b ON a.ReservationStayID = b.ReservationStayID
LEFT JOIN TravelAgency c ON a.TAProfileID = c.TravelAgencyID
LEFT JOIN Market d ON c.CountryCode = d.CountryCode
