^  
Let me go on record for saying that this is how you should headcanon. Base theories upon what can be interpreted from the show.
 
That said, it never hurts to make practically baseless theories (such as anything to do with Griffin society), as long as it doesn’t ignore canon material.

She’s not an orphan. She was just sent away by her parents in Cloudsdale to stay with friends in Ponyville, because she’s crippled and can’t fly. Living in a city miles up in the air among the clouds is not really safe when you can’t fly.
 
Besides, pegasi don’t really have families anyway. Their foals are raised communally in a military collective. Their family is their unit. Scootaloo being close with Apple Bloom and Sweetie Belle is as much of a family as most pegasi have. A few assimilated pegasus families who have lived in Ponyville long enough to have adopted earth pony ways have families. It’s worth noting that the only canonical pegasus family, Thunderlane and Rumble, as well as the only likely other one ever seen, Cloudchaser and Flitter, are Ponyville natives. Despite two seasons as Mane Six characters, we’ve never seen the slightest hint of the families of Rainbow Dash or Fluttershy either, whereas the other four all have canonical families who we’ve seen. While we know they’re both Cloudsdale natives, even during the Best Young Flyer Competition, Rainbow Dash’s only cheering section was supposed to be Fluttershy. Not her family, not Fluttershy’s family. Just Fluttershy. Pegasi don’t traditionally have families.

Cottontales makes sense since one of the Cake babies is a pegasus.

better than scootaloo being a sad homeless orphan  
maybe all the rest of her family is earth ponies that’d explain some things and Ponyville seems primarily earth pony anyways