When a sales order is created from Dynamics 365 Commerce, the warehouse field on the sales order header is inherited from the Ecommerce warehouse. Once the order is processed by DOM, the warehouse is updated on the sales order lines based on the DOM rules. However, the warehouse on the sales order header remains unchanged.

If the warehouse on the header can also be updated, this will ease lot of efforts for security configurations and reports.

Note: I understand the fact that with DOM, you can fulfill once SO from multiple warehouses.