Messages which have been deleted due to virus / worm infection or deleted by the "Unscannable" policy appear in the Message Audit Logs with a delivery status of "Processing Status" rather than indicating that the message was deleted from the mail stream. This delivery status is not updated to reflect the final status of the message.
The Messaging Gateway reports delivery status based on delivery, transaction failure, and delivery failure events. Since messages deleted by the antivirus or unscannable policies do not have associated delivery or failure events, the delivery status portion of their audit log entries are never updated following the initial "Processing Status" event.
This issue has been addressed in SMG 10.5.3. Please update at your earliest convenience.