If events are sent to sGTM via GA4 tag it sends them as normal XHR requests.
If GA4 tags are sent to GA4 directly (without sGTM) events are sent as beacon requests.
XHR is required for SGTM to work correctly with any tag that still relies on the redirect chain or on the 3p cookies.
Because the beacon type of request does not stop processing after you change the page location you do not have this error.
We recommend updating the tagging so the event fires earlier or on the next page.
At this moment there are no other solutions.