If you are invoicing an order that had previously been posted, then indeed the document number Post screen can be skipped sometimes, depending on other settings. We did this to try and save some keystrokes - typically companies who want auto-numbering don't need to click that extra OK button.

If you want to guarantee getting that Post screen, you can set the Company Profile option to 'Allow quantity shipped on orders'. This means that one can save qty shipped on an order without invoicing it, say to print confirmations with taxes. But for you, this means that the screen will always pop up when invoicing orders.

There is a second option in the Company Profile 'Default posting to order' and I imagine you will not want to enable this. This way, when shipping at least one item on the order, the default document type will be an invoice.