Hi Antonio,
I see that you are maintaining multi-step approval process here as per your screenshot, MSA process is only supported in SAP Cloud for Travel & Expenses & due to technical reasons it is visible however it is not officially released.
There should be only one step
The work distribution is Approver of highest cost ( or ) line manager of employee
The condition has to be expense report Approval Configuration Equal to Yes.
Once the conditions are defined in the above manner and check how the approval process & after that if you find any discrepancy post a thread or report an incident.
Thanks
Lokesh Sharma