2nd level approvers in Purchase module

2nd level approvers in Purchase module

Recently had a PO created where there was a Level 1 and Level 2 approvers.  The level 1 approver received the email informing him that he had a PO to approve.  The Level 2 was setup as an "or" and neither of the PO approvers received the email informing them they had a PO to approve.  Is there a setting that I am missing?
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