This is because you are not checking the correct contents of the <that> tag and so the categories are not being activated. Miss out the * wildcard in each of your last 3 categories and it should work. The that tag contains the last sentence the bot said rather than the entire bot output.
An example in English would be:
<category>
<pattern>HOW ARE YOU</pattern>
<template>I'm fine. How are you feeling?</template>
</category>
<category>
<pattern>FINE</pattern>
<that>HOW ARE YOU FEELING</that>
<template>Great. Can I help you with the lab?</template>
</category>
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…