Why does Gmail not filter messages from invalid senders?

It seems you received spam.
There is probably a link in that email that they want you to click on.

the Since The address of unwanted emails is usually random, often false (but sometimes it seems legitimate), so your answer bounces.

Do not click on the link. Don't answer either. Just delete the email.

Whenever you receive unsolicited emails, not even open that. Again, erase it.

Another possibility of rejecting answers is that a company that has your email address (maybe you did business with them in the past) is sending you an email with a Do not answer from the address, which is intentionally set to bounce, because they don't (want) to monitor that mailbox.
This does not seem to be the case in your example. Usually, these types of emails are offers for something, but what you describe (a reference to a non-existent order) is a typical malware spam.