This is by design:
"Show Pending" is used for Temporal Group Memberships, Users/Groups that are scheduled to be added in the future. "Show Pending" is not meant for Approvals because an Approval Request can be denied.
If a User wants to see their pending requests, they would have to log into the Web Interface and click the "Approval" button. From there, on the right pane, under "My Operations", click "Recent".