Hello @Giedrė0,
A pre-approval and a reservation are two different things. Agreed, they should both be cancelled if the guest makes another booking. However, a pre-approval will expire anyway in 24 hours, so it is not a really big deal. Plus, even when you have pre-approved someone, it doesn't preclude you from pre-approving and even booking someone else, so it is really no problem anyway.
If, as you said in the body of your post (as opposed to the header), it was a reservation and then the person booked elsewhere, I totally agree. The reservation should then be cancelled so you can rebook.