I think the best answer here is founded in understanding that the Procurement process group is different from the rest in how it is repeated, from start to finish, for each procurement.
Say you're reaching the end of a project's Execution phase, but all of a sudden a new procurement is needed, e.g. you're manufacturing electric scooters and your sole provider of motors just went out of business -- time to restart the procurement process! At this point, the Baselines and Project Management Plan have been completed, since you're well into Execution, and it is entirely possible that while planning procurement (for the new motors) a change request would be needed.
Hope this help clarify!