Summary
If the order invoice does not have the correct information on the quantity of items and the order SKU Ids. It will not be possible to insert the "Delivered" flag in 'My Orders'.
Simulation
To simulate this behavior, it is possible to place an order with only one Item.
When invoicing the order, insert the ID of another item on the invoice and/or insert the quantity of more Items.
After invoicing the order, do the "update tracking" and enter the information of "isDelivered: true".
We will have the order information "delivered" in the UI, however, in "My Orders" it will continue with the information of "Sending Order".
Workaround
Be careful not to insert more items on the invoice and/or items with different order IDs. Because in these cases the order will not have the "delivered" flag in My Orders.