Thanks to @jaco0646:

Note that @DataJpaTest is itself annotated with @Transactional causing the whole test to run in a single transaction. Try using @SpringBootTest to see if that makes a difference.

– jaco0646

Infact with @SpringBootTest it works, basically the @DataJpaTest are itself @Transactional, so it performes rollback only at the end of the test, not at the end of the method orderService.insertNewOrder.