When using the Customer Pricing setup to apply discounts, the Sales Order will only show the discounted price. If you want your Sales Order and Invoice to show the gross price with the discounted price applied to it, you can place the default sell price on the product record and manually add the discount price to the Sales Order.
We do see how this can be valuable to your business and we encourage you to send in a feature request. This way, other users can vote on your request and hopeuflly expedite the process of it being added to the system.
Please note that it would only be a suggestion at this stage so we wont be able to provide an ETA if it is chosen for release.
Hope this helps!