When you check your transfer status, are you clicking in the drop-down box on and selecting your yahoo group name?? When that page first loads, it doesn't actually tell you anything until you select which group you're trying to transfer.
For those people with only one group, it doesn't make sense at all, but when you think about somebody who is transferring 3 or 4 groups (or any number more than one), you can realize that you need to tell the system *which* group transfer you want an update on.