SQL Server Stored Procedures – sp_MS_marksystemobject Doesn’t Appear to be Working

I have been creating a stored procedure to automate the addition of "pseudo-rows" to dimension tables (e.g. -1 = 'Unknown', -2 = 'None', etc.)

Since we have several database that contain datamart data, I opted to make this a system stored procedure that can be shared from multiple databases. The procedure queries the local database system tables (sys.tables, sys.columns, sys.schema) to construct a dynamic SQL statement that will then be executed.

However, the stored procedure is not working as intended: despite marking the procedure a system stored procedure, it is working only in the context of the Master database.

Here's a bare-bones implementation that illustrates the issue:

 USE Master
 GO

 CREATE PROCEDURE dbo.sp_WhereAmI
 AS SELECT DB_NAME()
 GO

 EXEC sp_MS_marksystemobject 'dbo.sp_WhereAmI'
 GO


 USE SomeOtherDatabase
 GO

 SELECT DB_NAME()
 EXEC MASTER.dbo.sp_WhereAmI

…and my output looks like

  -----------------
  SomeOtherDatabase
  (1 row affected)

 ------------------
 master
 (1 row affected)

This is precisely NOT as expected. By marking the stored procedure as a system procedure, I expected the CALLING database context to be used, but that's not happening.

Any idea what's going on here?