I also do not believe you can do this with separate filters on each page, but there are maybe two alternatives.
Instead of having pages 1, 2, and 3 as separate pages, have you considered using a Stack Container on page 1, and essentially move the contents of these pages into separate "stacks". Then you can get by with a Page prompt for Market on Page 1 that filters the entire stack container, but being a Page prompt it wouldn't touch pages 4 and 5.
A slightly more complicated alternative is to change it so pages 4 and 5 are using a different datasource (assuming they aren't already, and even if it's just a duplicate of the datasource used by pages 1, 2, and 3), and then use a Report Prompt for Market but do not map it to the second datasource. That way when you change it, it will filter pages 1,2,3 but won't do anything to 4 and 5. However might be confusing to end users looking at page 4, seeing the Market prompt, and the prompt not actually doing anything.
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