I noticed this today. I flew a Lunar Orbital LM Test and scheduled the landing for next turn. On the mission, the LM test failed because the crew was unable to dock with the LM. The MIssion Review screen showed it as a failure with -8 prestige, and when I scheduled the landing for next turn in case the current mission failed, it showed a -3 milestone penalty. Now sure I should be facing a penalty on the LM steps for not having done an LM test, but the milestone penalty showed I hadn't gotten credit for flying the Lunar Orbital.