Not at all, it means independent from each other. Like the x and y coordinates of a point in a plane: you can set one of them to the value you want and it won't affect the other. This only happens when the x and y axes intersect at 90°, hence the "orthogonal".
Good explanation. I first got confused by this colloquial use of orthogonal even though having done a course on vector spaces!
It is used to say that there isn't really a relationship between them.