1) I go to Edit Page, Page Layout editor -> Releated Lists and drag the 'Work Orders' related page to the layout section.
2) Click on Preview as and the Related Work Orders is showing up fine.
3) Login as the same preview User, but now the Related List is not shown on the lightning layout. We are not using Classic Version.
BTW, the Object can be viewed in a separate tab, but just not showing up in the related list.