Hi Tomáš,
I guess you´re using any in-game aircrafts (or the FBW A320) … when yes, I´m affraid, than this is a sim limitation in their flightmanagement logic. We have descibe this in the “Kown issues” category
I have tested your report in the WorkingTitle CJ4, which use their own developed flightmanagement and will not used the in-game one and here you see, that the procedures are working as expected.