Ranikhet Express - रेगिस्तान में हरियाली

Yes. Approval has to be given by all the zones through which the train is going. This is a necessity because the passing zone might have constraints at some stations. For example, if a train has to be introduced from MAS via BZA by SR, then even if the slot is free, if BZA (SCR) has to handle a lot of traffic in a short period around the scheduled time, they might not be able to ensure a timely handling of the new train. And once this train enters SCR, it will be SCR staff who'll do the handling (section controllers, loco pilots,guard at any crew change points in SCR). So SR obviously has to get the approval from SCR as they also have to spend some of their own man-power and resources to ensure the timely run of another zone's train.
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It's not a bias as such. The basic function of the railway zone is to cater to the needs of the stations in its jurisdiction. If a train from one zone is just passing through and not terminating in another zone, then the intermediate zone has to spend resources that it can use for it's own zone for the sake of another zone. Obviously an approval is required. It can lead to bias due to politics etc, but it's also a necessity that cannot be avoided.