In your case the issued certificate contain reference to all root and intermediate CA. When you check issued certificate you should provide (if in file) all root and intermediate certificates in one file. If you use CAdir instead of CAfile you can add all the root, intermediate certificates in this dir.
P.S. And you use verify command which require all the certificates in chain to be verified. And to quote comment:
One more bit I temporarily forgot: verify requires everything above the to-be-verified to be either in the truststore OR supplied by the -untrusted option, but that is rarely used. The root, or other anchor with partial_chain, must be specifically in the truststore