It seems to me that these children were in another orphan house before and then put into a coffin so that other orphans assume she died, so that nobody would ask for her return. LIke they do in this house as well. When the girl is gone they do as if she is dead. 
Also is shown that the girl Iris in the beginning is not afraid, as if this is not even new for her, all these strange girls. She just blends in easily. She also had a good education behind her because she speaks French, probably she is chosen by the same woman who uses them for her ballet school. Chosen on quality, to be sweet and innocent. 
Also in the beginning you can clearly see the coffin be brought to this place, and that in the star figure are holes to let the girl breath, compared to the other coffin of the girl who drowned who is really dead. 

And it could mean that that is where their real life begins and where it will end. 

By the way It's not a girl who gets a needle in her arm, while seen by Iris. It's one of the older woman who are kept their for working. It just shows that they have contact with the outside world when someone needs medical attention. So if it is all kept a secret could remain in doubt there. 
What Iris also sees for the very first time is in the picture, that there is 5 houses. So 5 groups of girls. So while she came to this place in a coffin, 4 other girls did as well. 

So 5 special girls are choosen from other orphanage's every year to go to this place and then trained here in ballet for 7 years to eventually be chosen to become a ballet star. From these fully trained girls after a 7 year training only one out of five will become a ballet star. The others will go to a new orphanage, while their old orphanage assumes them dead. 
That they are taken away from the other orphanage in a coffin only shows you that that place could be even more mysterious. Those naive orphans learning about death in that way. 

The movie is not only about innocence but for me it seems that it also is completely innocent. 
It just shows how strict Ballet schools can be, for only girls. Until they are ready for contact with boys they are kept here, to focus completely on Ballet. 
They come here at age 5 and go at the age of 12 fully ripe for ballet or a normal orphan life. 
This place for girls is amazing, they got everything, a amazing playgroud, they are completely free. No parental guidance, they have a good time. The only reason that it could be that they want to go away, is because they feel they are locked inside these walls. A complete natural feeling. 

The beauty about this movie is that its brought in such a misterious way that you might dwell in the depths of ignorance. What is needed to understand this movie is a completly innocent angle. 

Look at the viewer. Once so innocent themselves, being a child. Now look what they think of an innocent movie like this. 
Let a child watch it, and see the real truth about it. 

Our innocence over the years has become our ignorance.