Int Purch Dir order cancellation

Hello Community;

I am working with a client who is utilizing the Internal Purchase Direct Supply Code. 

In certain circumstances, they need to cancel the originating order in the demand  site.  The cancellation is being replicated from the originating order, to the PO, and the order on the supply site. 

However, on the supply site order, the cancellation is processing on the lines, but not the header.  The lines all show as status of Cancelled, but header status is still Released.  When you attempt to manually cancel the order header, the following message is provided.  
 

Here is the Supply Chain Customer Order Analysis

Is there a way to cancel the demand site order header?  

Client is id 21.1.18

Thank you in advance.