Sales Order is being approved despite its Pending Approval status (Approve Sales Order page)

Question

As the title suggests, I am facing with an issue where the Sales Orders are getting approved despite being in an approval workflow.

We have a multi-level approval workflow designed for the Sales Orders. We wish that the orders are approved only via this approval workflow. However, if the User uses the 'Approve Sales Order' page (picture attached below), the Sales Order ignores the approval workflow and directly gets approved.

The business, however, requires this 'Approve Sales Order' page so as to bulk approve the orders.

Is this normal? How can we avoid this from happening?