This is because Deposits are not considered "purchases" they are money set aside to go towards a future purchase in the form of an order. While a Deposit will get a transaction number when you tender it, it will only show up in the "Sales Transaction Receipt Search" report.
Once the order is complete, it will get a transaction number and the receipt will show that there was a deposit. The full order receipt can then be found in the customer's purchase history.
Below is an example of what an order receipt would look like in the customer's purchase history.