From my experience with different Android devices that support eSIM, one cannot have more than 2 networks active at any point. It is up to 2 networks active.
Some devices support either up to 2 eSIMs or up to 2 physical SIMs or 1 eSIM and 1 physical one.
Other devices support either 2 physical SIMs or 1 physical and 1 eSIM. It looks like the Nothing Phone 3a Pro belongs to this category. If you have an eSIM activated then it always uses the 2nd slot for me so I have to put the physical SIM to the 1st slot.
Hopefully, that makes some sense