MCe does not 'set all tasks to complete' when going backwards

MCe's behavior is what you want, even if it isn't what you've experienced from other software in the past: The Actions including All tasks set to complete will be disabled, and the action will NOT be taken and the work order will be back in the "issued but not responded to" status.

Status actions in MCe are only available when moving forward, they are disabled when moving back to an earlier state.

What is the exclamation mark in the yellow triangle for?

Click on it, it will tell you why you aren't being permitted to go to the next step. Perhaps the creator of the procedure put in a required final reading or some other factor that is blocking you, this will let you know why you are being blocked so you can go fix it, meet your corporate rules, and progress to the next step.

Why is the Complete check box blurred out?

It is blurred out because you don't meet the rules someone in your company set for setting it complete, perhaps they are requiring you to enter an initial reading. Note that, in the status