Voice assistant fall back to an LLM-based agent

Today I recevied my Voice Assistant PE and I am playing with it, pretty happy so far.
Something I do not fully understand is how the fall back works. I set the assistant to Extended OpenAI with “Prefer local commands”:

When I ask something that Assist doen’t know how to handle, it is just saying “Sorry, I didn’t understand” whithout falling back to LLM, what am I doing wrong ?