RCPSC,
Since the Incident requests don't have an approval configuration, we set the approval status of the request to "Approved" once the approval is done by one of the approvers. Hence we thought it's better to show up the message that Approval is already done. I understand that the message is misleading. Our development team is updated on this and it will be fixed soon.
Also, Similar to Service Requests, we are planning to bring in the approval flow for incidents as well. We will post more details on this one it is in the implementation phase.