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Do you have that "When completing the last item, mark the project or group complete" property set on this particular project? There is the setting in the Preferences, which controls whether that behavior is set on any projects created after you set it, and there is the setting in the Inspector for the project(s) you are inspecting. It is quite possible to have the default set to auto-complete but not have it set for an individual project, particularly if you discovered that option after the project was created.