Not able cancel a Requisition with Line status as Cancelled and Header status as Returened

Summary:

We have requisition and it has 3 Lines. All the three lines were returned by buyer. Subsequently, the requestor cancelled all three requisition lines and the requisitions lines are updated with status "Cancelled". But Requisition Header status remains as "Returned" even after successfully cancelling the all three lines. When user try to cancel the Requisition again by going to REQ (Header level>Actions>Cancel, system pops up the message "The requisition lines or the associated order lines were already canceled" and REQ status remains as "Returned".

We would like to check how to change the REQ header status to "Cancelled" or this is as expected behavior