Firstly, I am unable to view or download the screenshot that you have attached in the question, so I am going by certain assumptions as per my experience. I think you project is showing late because the project finished after the baseline finish date. The tasks might have 0 ETC before the finish date but that does not mean the project is running on schedule. May be the tasks were extended after taking the last snapshot of the project. So even if they got over by that extra time, the project still crossed the date that was taken in the last baseline. Hence, it will show the project as delayed. Hope that helps.
Thanks,
Abhisek Dhar