I'm crazy about cheeses, but the only orange cheeses I've ever seen were all very poor brands, unless I'm forgetting something.
I (and I suspect most Americans) would never associate something like this with Cheddar Cheese: http://en.wikipedia.org/wiki/File:Somerset-Cheddar.jpg (or any other pic on the page for that matter, except for "#19": http://en.wikipedia.org/wiki/Cheddar_cheese )
I'll have to try some VT cheddar sometime. I stopped defending cheddar's taste (which is none, though I still eat it) ever since I was exposed to real cheeses in my junior high French class.
In VT and NH if you buy any cheddar at all from a farm it is the color of the image you posted and must of it is very fragrant.
The gourmet cheese section/island is different! And I agree there's rarely coloured cheese. I suspect few shoppers who go straight to the Cheese Aisle (which is dominated by yellow cheddar/cheddar varieties) even know of its existence, even if they walk by it, let alone dare sample anything new/different/highly priced.