For any users that have a default warehouse chosen the following filters will automatically show orders relating to that warehouse only:

Waiting For Payment

Ready To Ship

Shipped

Cancelled

You can select to include additional warehouses in the orders filter. But when you switch to another filter (e.g. Ready To Shipped to Waiting For Stock) then it will switch back to your default warehouse.

For more information on how to set a default warehouse check out This Guide.