I don't think either of us has gotten to the actual beginning of the Oresteia at this point because the introduction is long and at times arduous. It says many things, among them that the Oresteia is the sole surviving Greek trilogy. (Originally it was a tetralogy, but we'll pretend that final satyr-play was like Back to the Future III: Unnecessary and ultimately detrimental to the series as a whole.)
But hey, I hear you protest, what about the Theban plays? Gentle reader, that was my reaction as well. So I did research (on the google!) and it turns out that Sophocles' Theban plays (Antigone, Oedipus Rex, and Oedipus at Colonus) are each from separate tetralogies. Each is the sole survivor of its particular family of plays, and they've banded together like so many scrappy orphans in a Dickens novel.
And thus was the mystery solved.