The Entry Actions for an object Lifecycle are not applied in Vault.
The affected object Lifecycle state is configured to be the Initial State of the Lifecycle object.
Entry actions are not applied when they are configured in the related object Lifecycle's Initial State. These actions are applied if the affected object record is moved out of this Lifecycle state and then moved back into this state. This is working as designed.
Vault Object Lifecycle Documentation: Configuring Object Lifecycles