The quick answer is "no". In the delivery-related billing scenario these statuses are available only for the deliveries. So to create a report for orders we have to read the orders then find the deliveries for them and then get the delivery status.
I'm all for SAP standard and best practices, but the reality in almost any organization is that management is looking for "is my order invoiced" information, not for "is my delivery invoiced" information. Most customers are given only the order number and have no clue about the SAP process complexity. Actually I had a similar question and got several offline emails from other customers with the same problem. Well, maybe Business Suite on HANA will solve this (or at least the reports will run faster), but personally I see it more and more as a big gap in SAP.