"By default, the ReportToManagerEnabled parameter is set to False and the ReportToOriginatorEnabled parameter is set to True when a distribution group is created in Exchange Online. When the parameters are both set to False, remote messaging system will not send delivery reports to the user who sent the message to the distribution group.
In-order to check this and correct, Login with your Global Admin/Exchange Online Admin credentials and execute the following PowerShell command
Get-DistributionGroup <email address> | fl
Verify the ReportToOriginatorEnabled parameter is True/False. If False, following command should help to resolve the issue:
Set-DistributionGroup <email address> -ReportToOriginatorEnabled $true
Make sure that the settings take effect too by running : Get-DistributionGroup <email address> | fl
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