Cray MPI on their XC systems sets env var ALPS_APP_PE to the rank, unique for each rank, from 0 to N-1 for N ranks. They do not use the same env vars as MPICH, Intel MPI or OpenMPI to pass rank information down to applications.
advixe-cl run under MPI needs to open a results dir for each rank. I believe it is looking at MPICH, iMPI and OpenMPI env vars to find the rank number to use for the results directories. I am pretty sure it is not looking for Cray's env var ALPS_APP_PE. What I'm seeing is if I launch a Cray MPI job thusly: