So I can confirm I have the same behavior with this minomal example

#!/usr/bin/env python3
import fire
from typing import Optional
import time
from clearml import PipelineController
def step_one(a=1):
    print("Step 1")
    time.sleep(120)
    return True
def step_two(a=1):
    print("Step 2")
    time.sleep(120)
    return True
def launch():
    pipe = PipelineController(
        project="TEST",
        name="Pipeline demo",
        version="1.1",
        add_pipeline_tags=False,
    )
    pipe.set_default_execution_queue("cpu")
    pipe.add_function_step(
        name="step_one",
        function=step_one,
        function_kwargs={},
        cache_executed_step=False,
    )
    pipe.add_function_step(
        name="step_two",
        parents=["step_one"],
        function=step_two,
        cache_executed_step=False,
    )
    pipe.start()
    print("pipeline completed")
if __name__ == "__main__":
    fire.Fire(launch)