flux s + FR 255 Music activity recording

I've recently got flux s and I can't seem to figure out how to properly track activities so that it both record the virtual cycling activities and training/exercise load.

Here is what I've tried:
1. Before ride Up -> Health & Wellness -> Wrist Heart Rate -> Broadcast Heart Rate -> ON (Using FR 255 Music). Then I opened Tacx Training app, picked demo ride and made sure that both trainer and watch (for HR) connected before riding. Single activity got recorded, but it did not record any training/exercise load.

2. I've added Bike Indoor to watch activities list, started tacx demo ride, then started activity on the watch (14 seconds later after i've started pedalling). Now instead of one recorded activity I see two (see screenshot), but I see record under exercise load.

So the question here, do I have to live with 2 activities to have exercise load? Is it possible to merge two activities into single one manually? Or I should be super accurate and start both activities at the same time / certain order?