Firstly, any contract can make a series of swap..() calls directly to PCS pairs and a final call to the router.
In this case, I'm not sure what makes you say that "only" the last step goes through the PCS V2 router contract. At the link you provided, click the "Click to see more" link under the "BNB Price" row; then, click "decode input data".
2 path address[] 0xe9e7CEA3DedcA5984780Bafc599bD69ADd087D56
0x23396cF899Ca06c4472205fC903bDB4de249D6fC
0xbb4CdB9CBd36B01bD1cBaEBF2De08d9173bc095c
0x361C60b7c2828fCAb80988d00D1D542c83387b50
There you can see that the router "swapExactTokensForTokens" call was given a path of multiple tokens to swap.
I think what you may be asking about is that the router contract receives the proceeds of the swap path, and then transfers those from itself to the destination/original-sender (0xafd...).