I'm in the same camp. It definitely doesn't look more orange to me. If anything, it looks more brown.

The unbagged oranges are more appealing.

Taking another look, I think you're right! Particularly since the first orange is pretty orange already. I think the first example would have been better served with a yellower, less ripe orange to highlight the difference and the pull in the redder, riper direction from the bag.

Could it also be an "anti-marketing" bias?

We know that other people will not be truthful, misleading even.

We subconsciously know that the bag is orange to manipulate us.

Could it look better because you know it's truthful?

Colours are often very relative though. We usually don't see a single orange on a white background. I'm not sure that would be representitive of real oranges at the shopping mall.

Also that picture (both versions) are the brownish oranges i have ever seen in my life.

The bagged version feels like it's trying a little too hard