It depends from which user your orders are created, who is the author of orders. Are your customers authors of their orders?
I have a report that WooCommerce may register orders from a user with ID=1. URE edit restrictions will not help in this case. You can check this using SQL command, which shows orders list:

SELECT * FROM wp_posts where post_type='shop_order';

Look at the field ‘post_author’ value. Is this field contains different values or it is not?