Delegate Not Receiving Emails for Expense Report Actions of Final Approval, Final Denial, Recall

If an expense report is created on Behalf of another person (i,e by a Delegate) then only the user for whom the report is created gets emails for all the actions such as Final Approval, Final Denial, Sent Back and Recall actions.

I tried changing the Participant options present under Notification section in Transaction configuration setup by changing the participant to Delegate but still the Delegate did not receive the emails. PFA the document for the issue. Can anyone suggest what needs to be in terms of setup changes or code changes so that Delegate should also get all the notification emails for all the actions performed on submission of expense report just like the user.