Consulta do SQL Server:usando JOIN para incluir valores NULL

Para retornar ou produzir NULL valores você terá que usar LEFT JOIN s.

Então, sua consulta deve ser algo como:

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