#ajax-processed not added on a form inside a custom callback (MY_MODULE_deliver_html_page)
The problem why the ajax is not working with loaded forms through ajax is because of the missing javascript behaviors attached to the form. These provides all client side code (and which adds the .ajax-processed class on the element).

To be able to add these needed behaviors, you need to make used of the ajax_pre_render_element and attaching these to the page. Also important, is that you print out the JS code by calling drupal_get_js().

This is how I managed to get it working.

function YOURMODULE_form($form, &amp;$form_state)
{   
    // Same form build as your example
    $form = array();

    $form['#id'] = 'statusupdate-confirm-form';
    $form['submit'] = array(
        '#type' =&gt; 'submit',
        '#value' =&gt; t('Delete'),
        "#ajax" =&gt; array(
            "callback" =&gt; 'delete_statusupdate_callback',
            "effect" =&gt; "fade",
        ),
    );

    return $form;
}

// Menu callback used to only how the form (standalone) without the theme HTML
function YOURMODULE_page()
{
    // Get the form
    $form = drupal_get_form('YOURMODULE_form');

    // Process the submit button which uses ajax
    $form['submit'] = ajax_pre_render_element($form['submit']);

    // Build renderable array
    $build = array(
        'form' =&gt; $form,
        '#attached' =&gt; $form['submit']['#attached'], // This will attach all needed JS behaviors onto the page
    );

    // Print $form
    print drupal_render($build);

    // Print JS
    print drupal_get_js();

    return null;
}