When drilling a hole with multiple segments, Inventor HSM Pro by default only drills the depth of the selected segment(s).
Drilling a single hole segment
If you want the drilling to start over the upper segment, simply select that segment to include it in the drill hole. Be sure that the Merge Hole Segments check box is enabled.
Manually selecting multiple segments
Finally, you can enable the Auto-merge Hole Segments check box to have neighboring segments included automatically.
Auto-merge hole segments