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I looked into my phone and can't find detailed delivery reports too. When I press and hold a message I can get more details screen but it only states if message was delivered or not.
Looking into settings menu there is an option to get MMS read reports but I haven't tried it yet.
The feature you mentioned - notification when someone actually received a message was present in most old Nokia phones since 5110 but I haven't seen it on any recent Android Xperia, at least in default messaging app.
I used android phones such as LG and Samsung with KitKat and Lolipop android versions and there was no problem with these 2 features.
This is my first Xperia phone and don't know about other phones I will check someone's phone and see.
And I am talking about the normal SMS messages not the MMS one. So the MMS read report will not help in this case.
I tried another xperia phone (xperia TX) and the same problem is found.
Why Xperia phones lack these 2 features.
I may change to other phone market hence it took xperia team about 3 months to fix a small bug and now there is no waterproof phones from sony.