Hi Faisal
The diagram is more from the methodology perspective.
in the role methodology there is a step defined for approval. During usage, when this "approval" step is encountered and the role change requester submits the role change for approval, the MSMP workflow is triggered. This MSMP workflow then can have multiple stages as in AR workflow. Once the entire MSMP workflow is completed the control returns to the next step of the methodology.
I hope I was able to answer your question. Do let me know in case further information is needed.
Thanks
Sammukh