The Status and Status Indicator columns are somehow being considered future tasks, even though the dates for the tasks are in the past.
Example: If today's date is 11/19/20, and my task Start Date is 11/17/20, with a Finish Date of 11/18/20, it is showing as Future Task, when it's expected to show as Late. (Other tasks will show as On Schedule unexpectedly)
If using the View tab -> Highlight late tasks option, late tasks are not being highlighted.
Issue is due to the Status Date set in MSP for the project not being sent to the current date. The Status Date is used to calculate whether tasks are on schedule, late, or future.
Status Date for the above example is highlighted in yellow in the MSP ribbon:
Release : All Supported
Component : CA PPM MICROSOFT PROJECT (MSP)
Once you make one of the above changes, you will see the tasks now show the expected Status (In the example above, tasks now show Status of Late, as the Status Date for the project is now showing as 11/19/20