SAP has a KBA 2030537which shows as well a WM status B and they suggest to use LX47, but I think this is not possible in your case, but you may try.
If you create a delivery with a WM enabled storage location, then you get WM data like warehouse, storage type and bin in the delivery. This is not the case with your old deliveries, instead they have a MM picking in their document flow.
But as you said, after activating WM, SAP expects a confirmed TO to post goods issue.
You either need to de-activate WM again to fix these old deliveries (be very careful as no other posting must be done in that time) or you need to do table update e.g. deleting MM picking from document flow and changing the status A to allow creation of a WM transfer order