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