Hi,
in EWM customers and vendors became business partners, SCUs and locations. If you want your ERP ship-to-party to be a vendor for picking, you need to maintain proper customizing and map your ERP partner role in appropriate delivery type to EWM BP Role in appropriate delivery type.
You set this in IMG:
Extended Warehouse Management - Interfaces - ERP Integration - Delivery processing - Map Partner Roles from ERP System to EWM
Best regards,
Petr