I've completed a song before and have gotten S grade but for whatever reason it doesn't show on the actual song tile, and only shows in the leaderboard.
Try changing modes to something else -- like mania -- then back. The mode where you got the score will be the one you will see in the map. Otherwise, it takes a while for it to update
I don't remember if it needs to be ranked. If it did, then it must be the reason why
