'I'm an orphan' can be extremely lazy, but so can the GM 'You hate this guy because he kidnapped/murdered your family/significant other/entire village'. I'd shoot for a kind of mutual detente on the matter- if your GM wants you to expend effort to give your character a family, they can't use said family to avoid effort on their part.

That being said, I've done both as a player- one character was an orphan (well, technically a foundling, as I actually had plans to return at least one parent later as a plot point, circumstances allowing), mostly because I envisioned said character in the classic 'left on a doorstep of a monastery and raised by monks' mold- it was weirdly entertaining to play a terrifyingly strong and combat-ready (Trollish Physad), but almost totally unworldly character in Shadowrun. On the other hand, my longest-running D&D character (10+ years at this stage) had his family alive and well at the start of the campaign, even if he was estranged from them to the point that his response to the BBEG threatening them if said character interefered was to (frustratingly unsuccesfully) fireball the guy >.>

That being said, the character who had a family had much of his character and behaviour formed out of that estranged relationship, and eventually, through the course of his actions, completely altered the traditions and prejudices of his home country, something that probably wouldn't have happened without the bitter, stubborn drive that his early life had provided him. He's eventually evolved into someone who's alignment I'd label as 'Cranky Good'- he genuinely wants what's best for everyone, but he really can't stand people