The better question is why people don`t call oreko "orange"
seriously, every .gif image with oreko on it has "orange" written in big font letters. Is this not on par with filename?
I don't know the specific reason for it, but Oreko is a better from a naming perspective ("ore" from "orenji"/orange and "ko" from child or girl, so she's basically being called "orange girl"). Plus we're all probably used to referring to her that way by now.