Hi,
I made a little mistake during my tests.
I have always Joomfish or Falang installed on my local websites and you don't use it.
Order Statuses should not be edited, you can create new one, you can delete but in general, we don't want to gives the possibility to edit it.
When you create an order status, the most important point is to know that, it is a "key" and not a "name".
You can override the name by editing the translation file.
CONFIRMED="confirmed"
CANCELED="canceled"
etc...
Now, if you really want to edit the order statuses, you have to do it directly in the database or by delete/create steps.
One thing important to know is that, all of your order could have a status, this status is a "status key", a string.
If you delete or modify a order status, all of your configuration could be broken and a lot of orders could have a non-valid order status.
That's why order status shouldn't be modified and translation should be use.
When joomfish/falang is used, the key is not touch, but it would provide different translations for the different languages. That's why the interface allow the edition when the plugin is installed.
Best regards,