Let $\mathfrak g$ have Cartan subalgebra $\mathfrak h$, let $\Delta$ be the simple roots, and for each $\alpha\in\Delta$ form standard $\mathfrak{sl}_2$-triples $(X_\alpha,H_\alpha,Y_\alpha)$ where $X_\alpha\in\mathfrak g_\alpha$ and $Y_\alpha\in\mathfrak g_{-\alpha}$. Then you are looking at nilpotent elements of the form $\sum_{\alpha\in J}X_\alpha$ for some subset $J\subset\Delta$. Note that each subset $\Theta\subset \Delta$ we can associate a parabolic subalgebra $\mathfrak p_\Theta\subset \mathfrak g$ generated by $\mathfrak h$ and $\mathfrak g_\alpha$ where $\alpha\in\Delta\cup(-\Theta)$. Now from e.g. Section 4.1 of Collingwood-McGovern we see that the orbit of $\sum_{\alpha\in J}X_\alpha$ is the principal nilpotent orbit in the Levi subalgebra of $\mathfrak p_\Theta$. Thus, the nilpotent orbits you obtain are precisely those whose intersection with some Levi subalgebra of $\mathfrak g$ is principal. Many nilpotent orbits do not satisfy this. For example, in type $C_n$ nilpotent orbits are parametrized by partitions of $2n$ with odd parts occuring with even multiplicity. However, the Levi subalgebras of $C_n$ are of the form $A_{i_1}\times\cdots \times A_{i_m}\times C_k$ so the nilpotent orbits obtained from them correspond to partitions where all but one part appears with even multiplicity (so the partition $[4,2]$ in type $C_3$ does not arise from your construction).