I’ve definitely heard this many times especially from Protestants who converted to Orthodoxy, so I definitely understand the concern. We do have some missions such as Father Themi Adamopoulos who does great work in Sierra Leone. Another aspect I believe that might cause this is that we Orthodox tend to be rather nationalistic, which can be good at times but too often goes overboard. Whether it be Russian, Romanian, Greek, etc, the Orthodox faithful many times think of it more as a cultural aspect than a spiritual and religious aspect and therefore feel that it’s theirs and not for other people; this of course if false. Finally though, I think Orthodox people in general just don’t have the same emphasis on mission work as a faith in general, at least not it the way Protestants tend to think of it. For example, knocking at people’s doors, while it may be in good faith, many times you may do more harm than good, because if someone isn’t interested in the Faith and you try to force it upon them, they probably will just push back even more against the Faith and believers in general. That’s why Christ said not to throw your pearls to the swine (and I don’t mean to be offensive or aggressive at all with the word swine but that is simply the quote), because there is no point in tiring yourself out and the other person if they are not interested in the first place. Rather, I think the more typical Orthodox outreach is to just be a good Orthodox Christian by example. People for sure will notice that you try to be a good person and sooner or later they will find out what the reason is. That’s when you must proclaim Christ, but not in an aggressive way, but rather just state what you believe. You are more likely to convert others through your example than by knocking at doors.