When creating a contact report and editing the next step 'Cancelled' and 'Declined' are not selectable options in the status list. These options are available when adding and editing steps directly.
The report can be filed without editing next steps. The next step can be manually edited in the usual manner after the contact report has been saved.
Steps to Duplicate
Go to a major giving prospect. Go to plans. Open a plan. Go to Planned and pending steps. On a step with a contact method file a contact report. Check the edit next step checkbox. The status does not include 'Cancelled' or 'Declined'.