There is a difference between internal and external users when dealing with user market and brand segmentation settings
Internal users market and brand segmentation is stored and maintained on the user level itself, but for external users this is managed on a higher level, namely the account (/company) level. When looking at the details of an external user you will see their market and brand segmentation, which is inherited from the account, but you won't be able to manage it. You have to go to the Partner account and update the segmentation there. This also means that everybody from the same account will always have the exact same market and brand segmentation. If you do want to make differences between people from the same company, you should create an additional account.
Here is an example screenshot of an external user's Market segmentation tab where the Edit button is missing (Manage Users => Partners => Contacts)
And this example shows that you can edit the Market coverage when going to the account view where this same user is part of (Manage Users => Partners => Partners)