Hello.
I believe your customizing is correct. You can observe the same behaviour if you use cash sales process.
Even if you use order-related billing, VBRK-FKTYP is filled with L instead of A when for sales orders process to enable the creation of combined invoice of order-related and delivery-related items.
The exceptions are billings like credit/debit memos.
As a result in VF31 you cannot distinguish between order- and delivery-related printouts.
This is a standard functionality - so you can simply educate the users to leave the default selections for order and delivery related billing as they are and use the output type + date + organizational data as selection criteria.
If they really insist in printing the documents in a specific sequence (which is a bit pointless), they can select the billing numbers from VF05N.