title: Python Telegram Bot ensure state changes in Job callback
body: <p>I've scheduled a Job which sends users a message and expects a response. How can I ensure the conversation state changes in the callback? The following does not seem to work.</p>
  <pre><code>def job_callback_function(context: CallbackContext):
      send_message(&quot;What is your favorite color?&quot;, chat_id)
      return new_state
  </code></pre>