if you  use "Since Last Run"   -   switch "Filter orders by"  to  "Modification Date" .

See more detailed explanation below.


If you use "Since Last Run", the job records timestamp.
For example, you set job to  export "Processing" orders each 5 minutes and use "order date" .

10:00 job runs

10:04 user created  "Pending" order, it's "order date"
10:05 job runs and seeks for "processing orders" with "order date"  in range 10:00:00-10:04:59

10:06 user paid order, it became "Processing", Woocommerce updates "modification date"
10:10 job runs and seeks for "processing orders" with "order date"  in range 10:05:00-10:09:59,  
but order has "order date" = 10:04, so job ignores it