Answer
Two separate settings need to line up on the order's Order Type: the 'Deliver order' step must not have 'stop after check' enabled (a stop-after-check there pauses the flow before the delivery note would print), and a separate checkbox controlling automatic printing on delivery must be ticked as well — without it, the delivery note record still gets created as the order flows through, it just won't print automatically. If neither of these matches your requirement, delivery notes can also be printed manually at any time — either from the 'Print Delivery Note for Customer Orders' screen, or from the Shipment screen for orders connected to a shipment.