Given arbitrary $$r\ge 1$$
r
≥
1
, we construct an HK$$_r$$
r
-integrable function which is not P$$_1$$
1
-integrable. This is an extension of a recently published construction [Musial, P., Skvortsov, V., Tulone, F.: The HK$$_r$$
r
-integral is not contained in the P$$_r$$
r
-integral. Proceedings of the American Mathematical Society 150(5), 2107–2114 (2022)].