Catalog TASK state changes to Closed Incomplete automatically after it was saved in Closed Skipped state manually.
When RITM is set to Request Cancelled, the related sc_task is updated with state closed incomplete as per this out-of-box business rule :
Close Tasks Due to Cancellations -
So the only way to achieve the desired behaviour would be to customise this BR.
Please note that any files customised will be skipped in future upgrades and will need to be reviewed for skipped records and merged if required accordingly.
For additional information on this refer: