The issue is in the description of the actions.
In step 4.4.1 you need to generate the requestline page. This action will add the reference selector for the request automatically to the page. A reference selector uses the values in the database and as the request itself has not been saved yet this is not available and the association is cleared. When using a construction in which the datagrid is placed inside the dataview and the data is shown over association the page that is used to create the new record (in this case the requestline) should not contain the reference selector.
To fix your project just remove the reference selector from the requestline_NewEdit page and everything will be working fine.