I believe that american cas used to have that kind of orange lights....
But about european cars I can tell you why it is orange, in our "circulation rules" orange is the color for "careful" and red is the color for "obligation/forbidden" when you turn left or right you are informing the others that you are doing that so the lights are orange, it means "be careful I'm turning left" but when you use your breaks it's to say to the car behind you "STOOOOOP"
hope this was helpful...