I have the following problem in my JIRA Cloud:
I have a Board, which has no "Done" category status attached to the columns.
When I click on "Complete sprint", it displays the message "1 issue was done".
However, no task is actually linked to the "Done" category.
They are all in the "In Progress" category. 
Note: Apparently, it is always picking up the last column and assigning it as "Done"
