State machines enable transitions from one state to specific other states, depending on the inputs. There is no requirement that every state can be reached directly from every other state.
As ryadavilli wrote in his comment, what you have is a workflow, which is a specific type of state machine where you can only go from one state to the next.
Workflows are usually used for finite processes (e.g. a series of actions), whereas state machines are usually used for infinite processes (e.g. wait for message, identify type, process, back to wait for message).