Well, it always depends on your problem domain, but lacking further info, I would say you probably need to break your modeling a little bit.
Even though an Order can't exist without a Customer, it will not be a child entity under the Customer AR. You need to introduce the notion of Bounded Contexts.
Customer would be the AR of one BC, while Order would be the AR of its own BC.
In that case, you would reference Customer from Order with a CustomerId property (not with an object reference) because they belong to different contexts, and as such they could even live in separate microservices, in separate databases.
You see where I'm going: it makes no sense to fetch an empty Customer, with an empty Order (or list of Orders) just to reach a list of Order Statuses.
Even if Order and Customer did belong to the same BC, OrderStatus is Reference Data, and would be better represented by an enum type (or better, with the Enumeration Pattern).
Have a look at this additional info:
Reference data as code
Entities, Value Objects, Aggregates and Roots