Probably nothing is wrong. PKI works with a tree-like structure. It is possible to trust Aruba PEC using DigitPA. But how can you trust DigitPA? The most common method is to store the root certificate in a trust store. This trust store is e.g. distributed by the application (like the trust store within web browsers).
Now if the Baltimora Cyber Trust is already in the trust store, there is no need to send it within the PKCS#7 container. The certificate chain can be constructed to the trusted root without it.
So you either read the cert from the trust store directly, or you retrieve the root cert from the certificate chain created for verification.