Views - adding relationship adds duplicate row for each relation
Do this:

Add relationships:
1. Commerce Order: Referenced line items
2. Commerce Line item: Referenced products

In Other set Set Aggregation to Yes

Include fields:
1. Commerce Line Item: Line item ID, set aggregation to COUNT and tick Exclude from display
2. Commerce Product: SKU, set aggregation to COUNT and tick Exclude from display.

Add a Filter criteria:
1. Commerce Product: SKU. Expose it to the visitor to your liking, and leave aggregation type to Group results together.

Now you will have only one row returned with no duplicates and you can filter SKU