While referring the SAP documentation on Shipping (SCM610-page13) I have found the following question and answer,
Question : Does the delivery status of the order tell you whether the goods have already left your warehouse? Give a reason for your answer.
Answer: No, the delivery status in the order depends solely on whether an outbound delivery already exists for the items. If you want to find out about the actual progress of the delivery, you should view the status of the outbound delivery itself.
My doubt is, will the delivery status in the sales order changes without doing Goods Issue and only by creating the delivery document?