Date Last Modified field does not change when transaction status changes

The Date Last Modified field shows when a record has been modified (Created or edited and saved).  This doesn't happen when the status of a transaction changes most of the time.  The status is based on related records as well.  For example a fulfillment record created from a sales order can change its status.

If a field on the record changes (Like approval status) this will update the last modified date.  The only time this isn't true is if the field was changed using scripting.