Sorry, your pipeline modelling isn't very clear so it's very difficult to help. Please describe which configuration of roles you have in which locations and the expected vs actual behaviour, so I'm not guessing.
For my last guess, as the message you screenshot indicates, the "stage level" permissions can restrict further the permissions from the wider pipeline group, but you cannot entirely remove the pipeline group permissions; i.e dev and qa (and maybe some other roles) would need to have operate permissions for the entire group which means all pipeline stages that DO NOT have overridden stage permissions.
In other words, if you have a two-stage pipeline and want to have a user/role be able to trigger manual-approval stage 1 but NOT stage 2, you'd need to define manual approval permissions for every stage with different overridden roles (which exclude dev/qa) OR remodel the stages into multiple pipelines in different pipeline groups.