There are no compatibility issues with OneDrive or other cloud storage providers.
Integration with the native Files App usually requires installation of the cloud-providers App - such as Microsoft Drive or Google Drive. Any functionality issues associated with third-party cloud storage is most often attributable to the associated helper-App.
I can replicate the behaviour that you observe; documents opened from OneDrive do not, apparently, shown in the Files App Recents. Repeating the same test with Google Drive, upon opening a file, the Recents list is updated. You yourself have confirmed anticipated behaviour with DropBox.
On this basis, it is perhaps reasonable to infer that the issue is not with the Files App, but more likely with the OneDrive app-integration. As such, you would be best advised to seek advice and assistance from the App Developer - Microsoft.
Microsoft has an extensive support network, including technical forums where you can seek help with Microsoft products and software.