What happens if I set Approval Group to Any Department?

Answer:

When an approval group is set to the department any, it means that any orders made regardless of the department selected will trigger in that routing. Let's create a scenario. A user exists in one approval group assigned to a single department, for example, Marketing, and the same user exists in another approval group with the department set to Any. Whenever a request is submitted to the Marketing department, that approver will have to approve the request twice; Therefore, within organizations that have a single approver appear in more than one group, this can cause approval loops.

Why would I need to set an approval routing to any? 

There are instances when users within an organization may want to approve a request twice, for auditing purposes, or if there is only one approval route within the organization. The best practice is to refrain from setting any (departments), unless the organization maintains strictly segregated approval groups, one department, or if a user must approve orders twice.