On the state machine below, let us suppose I am in "StateE". Then comes Sig1, so the transition is takes place. First I exit "StateE", then assume that the "Grd1" guard lets me throuh.
Now I enter "StateH", execute the entry action ("Act2"). Then I put a signal into the queue to execute the "do" action of the "StateH". This means that the "StateH" "do" action will be not necessary execute right after the enter action, but some other already scheduled signals may be served first.
Then I procees to "StateG". In "StateG" again, the entry action is executed ("Act2") and the "do" action is scheduled as a signal.
The signal dispatcher reaches the point in the signal queue where the StateH do action signal is.
The question is: Do we exit from StateG back to StateH before executing the do action of StateH or we can say: Being in StateG is also being in StateH, so no state transition is necessary, let us execute the StateH do action right away.