There is only ever one active state at any given time. In your case (and all cases) the two states are unrelated entirely. There isn't any tandem or parallel work ever taking place because you must be in either one state or the other at any given time. The only form of connection they share is the use of variables inside the FSM which they both may be changing individually and that is really the extent of their relationship and entirely in your control.
When you fire an event through a transition it simply knows where to go from the current state because you have connected it explicitly. It's similar with global transitions, its still a fundamentally basic 'transition' except that it is not explicitly connected, but rather is found via name of that global event and does not require a transition line to connect it.
Also, in the case of tweens, code runs outside of Playmaker as a separate script, I think there is a toggle something like "stop on exit" which will stop the outside script when the state exits. If you don't make use of that toggle then the code is out of scope in respect to the FSM. Although, I'm not super clear on the extent of how tweens work in regards to that because I didn't make the actions and haven't had much need to look into it.. (eg, if the Tween has a unique key to associate it to the state to avoid duplication, etc..)