When retrieving a list of orders, it's important to specify the status.

The documentation is a little unclear as the status param isn't listed in the body of the documentation, but it is shown on the endpoint 'callout'

/admin/api/2021-10/orders.json?status=any

If you expand the 'hidden' portion of the param documentation you can see the status column along with the potential values:

• open: Show only open orders.
• closed: Show only closed orders.
• cancelled: Show only canceled orders.
• any: Show orders of any status, including archived orders.