Jira doesn't treat an issue as closed/done until the Resolution value is set, no matter what status the issue is in.
In your case, the Resolution is not set when the issues are moved to Done status. So, Jira still treats them as open. When the Resolution is set, you'll notice strikethrough on the child issue key.
The resolution can be set either through workflow transition post-function of through a screen. Please refer to Jira issues need a resolution and Best practices on using the "Resolution" field for better understanding.
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