Copter used wrong EKF Failsafe

We had a copter lose gps signal and land in the middle of a forest eventhough we had set FS_EKF_ACTION = 2
Using a Hex Blue Cube in the setup and Arducopter 3.6.12
Any idea why this would happen?
I posted this on the Ardupilot forums, but posting it here also if anyone knows why this happened.