I just bought Space Hulk Tactics from the Asia PSN store (SCEJ) today and I encountered the same problem.
The game's latest patch version is 1.02.
For the PS4s in Asia, the Cross button is for cancel and the Circle button is for accept by default. Using the PS4 accessibility option to swap the Cross and Circle buttons will NOT work as this only re-maps the position of the buttons but not their functionality.
The game advises the player to press the Cross button to accept but the console interprets the command as cancel.
In the game menus the buttons work fine, the trouble begins when the game is in play.
Please look into it asap as we can't play the game.