Requisition Self Service Approval

When a user creates a requisition and that person is in the approval group, why does he still need to approve the requisition even though it is within his level of authority?

We have set Higher Level Override and Authorization Required to be set to "Off".

The Approval Group is set up as:

Approve 1: Group 1, Threshold: $5,000

Approve 2: Group 2, Threshold: $10,000

(Dates are valid)

Approve 1: creates a requisition for $100.  He still gets the requisition approval message.