Hello
What you see in MD04 is not the sales order itself, it's only the sales order special stock.
In case of a make-to-order sales order, a special sales order stock segment is created and all the planning elements are displayed on MD04 under this special stock segment.
On your system, the sales order special stock is still displayed because there is an open purchase order still linked to it.
As alredy refered on this thread, your material has MRP type ND, therefore, MRP will not plan this material. Moreover, MRP does not create, change or delete purchase orders (only planned orders purchase requisitions and scheduling agreements).
If you don't want to see the sales order special stock on MD04 anymore, you should manually delete this purchase order.
For more details, please check the document below (point 2) and note 1723507:
MD04: Problems with sales orders
BR
Caetano