Any orders from BigCommerce that match the selected Trigger Order Status in your BigCommerce app settings will have its status set to 'shipped' when it comes into Shiptheory, this is because Shiptheory needs to create a shipment for your orders to bring in the information we need from your store, following the creation of the shipment, BigCommerce will automatically update the order status to 'shipped'.
Please note that this is only the case if your BigCommerce connection is set to download orders rather than shipments.
If you'd like to know more about how Shiptheory processes BigCommerce orders, please read this article