Could you get freezed out for skipping too many orders?

Lately I've been getting a lot choosier about the orders I take. Initially this proved rewarding as I'd get more lucrative orders with bigger tips, etc. So I started planting myself in the location I prefer to work in and would skip orders pulling me elsewhere. Right now I'm parked in the heart of the reddest zone in the market and the ONLY orders I'm getting are orders far away (outside the red zone). My CM said we don't get penalized for skipping orders, but this seems odd. (Okay I just got an order from in the red zone... But I waited long enough for it that the strategy may not be lucrative... At least tonight).