Anuja,
Please advice why this happened and what should be done now.
This type of behavior has been observed by me too.
When the delivery has one line item, and that line item is deleted; then the "link" between sales order and delivery is lost. Thus the link can not be seen in document flow too.
The way to "go around this" is to create a new delivery after deleting the old delivery.
Or in the (old) existing delivery, create the line item by using button Outbound delivery > Deliver Sales order.
Note: Ofcourse, see if you can (in other words, if business permits) cancel the already created invoice, reverse the PGI.