The problem with this approach is that there is a limit to the amount of memory a computer can have and no limit to the number of orders a customer can make.
You will "probably" be ok with the low level of orders, but in 5 years time why will you want to load 20 previous orders, with potentially all their related delivery and payment info, every time you want to load a customer?
Imagine you have a microservice that processes orders. How many customers will be in memory at a time? How long will it take to load a Customer from the database? Or transmit a serialised copy over the network?
The smaller you make the objects the less that microservice costs to run. Its not a day 1 worry, but you should have these things in mind when you are designing stuff.