Payments module displays all transactions made only in your store. In some cases, the order in Orders management may not be tied to a transaction in the Payments.
Examples of cases where this happens:
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Your store is a marketplace, and the order refers to products sold by a seller that uses their own payment methods. This means that the order will be closed in your store and will include all products. In this seller will appear an order that only includes the products related to its store and in its Payments module the corresponding transaction will appear.
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Your store is a seller whose products are sold in a marketplace, yet it has been defined that you would not use its payment methods. That is, the order transaction will be made by the marketplace itself. Because of that this transaction will appear only in the marketplace environment, not in your store.