In Dynamics AX 2012(and 2009) it is possible to have delivery addresses on both the sales order header, and on the sales order line.  But it is also possible to disable the use of delivery addresses per sales order line, by disable the configuration key, like this:

If you disable this, then you will not have delivery addresses per delivery sales line.

But is you do this, and you also do do consolidated delivery/picking, then there is another issue that will appear.  The picking routes will miss a delivery address. 

In std. AX 2012 you will also see that the customer name is missing from a consolidated picking route.  I understand why, and the reason is that each picking route is unique per delivery address.

But most companies implementing AX 2012 still wants to have a picking route with customer name and delivery address, and with a few lines of code it is actually possible to get this.  For those of you that like X++, here is the needed code to get delivery address and customer name on a consolidated picking route:

Take care (kim) and happy Daxing.