Sounds like the stored procedures that your Atomic SQL procedure is calling are created with the COMMIT(*NONE) setting. As a result, the changes they make are not under transaction control - each change is essentially automatically committed.
These subprocedures should be created with the same COMMIT setting as the Atomic SQL procedure. I believe the default is *CHG, but you'll want to review what level of commitment control that your applications require. Once you've figured that out, the COMMIT setting can be added to the stored procedures with the SET OPTION clause.
SET OPTION COMMIT = *CHG, ...
#SQL