Allow for multiple picks in an Advanced Sale (regardless of whether each pick can be authorised)

We regularly find ourselves in the position that there are multiple Picks required for a customers Sales Order.

We use the Advanced Sale feature to achieve this, however, if we are unable to fulfil a pick due to low stock, we would still like to be able to crate the 2nd, 3rd etc pick for paperwork for our Warehouse team. Currently, if we are unable to authorise the first pick, it does not let us carry on to produce paperwork for the following pick. 

Why can this not be allowed?