It registers me delivering cargo then the mission doesn't end.
It acts like I never delivered it after I get the rewards, telling me to deliver the cargo if I leave the station or telling me that I don't have it if I redock. Also, sometimes, on those missions where they offer stuff to take back (deliveries only, I believe), it won't let me get out of the menus unless I leave the station. This has happened in Setalli Shinas, Itan and Pherona so far, don't know if it's more widespread.

Exiting a trading guild mission through the mission interface does not end it, and I could not abort it in-station after that either. Leaving the station cleared the mission and made the others available again.