That's just an UI thing. Unless you're sending to a service/wallet that requires you to make a payment request before making a deposit you don't actually need it to transfer or receive bitcoins. What wallet/service did you send the bitcoins to? Some services may require more than 2 confirmations on deposit.
Ah never mind, yeah it finally did deposit at the end. I've just never seen that happen before for the service I was depositing to (poloniex). Usually it takes only 1 confirmation for them to credit my balance.
It ended up taking around 2-3 confirmations which is kind of weird for them... it was probably just on their end, but it was confusing since it gave me that "didn't pay" notice at the end of the 'sending status' in multibit.