The SAP System distinguishes between system statuses and user status.
System Status
A system status is a status set by the system. It informs the user that a particular function was carried out on an object. A system status cannot be influenced by the user, in other words, you can only delete or change a system status in conjunction with certain business transactions predefined in the system.

When you release a process order, the system automatically sets the system status "released". You cannot influence this status unless you carry out a business transaction which leads to a change of the system status (such as marking the process order as "technically complete").
User status
A user status is always activated by the user and can be created in addition to the existing system status. You can activate any number of user statuses alongside the internally activated system statuses. To activate user statuses, you need to have created a status profile in Customizing for the relevant order type (see
What is a Status Profile?).
You can activate any number of statuses in a process order.