Well, that's true if you jump out of the ISR never to RETURN to it. You can definetely GOSUB "out of" the ISR as long as you don't "wander off" and doesn't RETURN to within the ISR to finally end up at the INT_RETURN.
Code:
myINT:
  GOSUB mySUB1
  GOSUB mySUB2
  TOGGLE PortB.0
@ INT_RETURN
The above will work just fine as long as mySUB1 and mySUB2 RETURN to within the ISR.