The orphaned hero is suggestive of many things - loss of the connection to home, loss of the state of perfection, loss of wholeness and so on.
Many successful films incorporate the parent death / parent separation, like the academy award winning best film Slumdog Millionaire (2008).
Others simply refer to it indirectly, like Lawless (2012) where the three brothers live together.
You do not, however, need to demonstrate orphanage. You simply need to provoke the hero to break away from the Ordinary World.