I still have the same issue. I have set the workflow with All(Can be moved to any status).
But for the approvals in JSM. 
We have like 2 approvals set it up and other status to open.
But when the request is created, user can move to any stages without the approval process.
I have also used the process "Block transition until approval", but that is also not working. Again I can move the status to another without doing approvals.
What we need is, if the request is not getting approved, it should not transition even it is in All stage.