David wrote:

Yesterday I flew two approaches with my GNS 430, the RNAV (GPS) RWY 03
at KCHO, and the RNAV (GPS) RWY 24 at KROA. In both cases, the 430
reported "Approach Not Active" just s I reached the FAF (JAGAG at CHO
and HIBAN at ROA), and stopped sequencing. I am quite certain that I
activated both approaches when I added them to the flight plan (not
just "Loaded" them). It was VMC+ at each airport, so I just continued
to landing both times. I didn't get any other warnings or messages
from the 430.

Any ideas on why the 430 may have stopped sequencing at the FAF on my
approaches?

The message means what it says. Go to the procedures page and activate
the approach. This will activate any approach except for a RAIM failure
and you would know that by a separate message.