The fruit has the color orange when it's ripe. It's probably one of the most orange things you'll see on nature.
But most people don't even eat it ripe (throwing it away before that point), and the association between the fruit and the color just flies over a lot of people's heads. And yeah, the internals of most of them are yellow.
It was the name of the fruit before it was the color of the fruit, if I'm not mistaken. Though, I suppose I'm only speculating there. It may have been awhile since I've eaten one, and I prefer the purple Moros anyway, but they've always seemed to be rather orange to me. Quite distinct from the flesh of a lemon, for instance.
That I have seen
What's funny is that most people don't seem to realize that that the color of the juice isn't the color of the rind.
Just look at illustrations of orange juice on Google Images:
https://www.google.com/search?q=orange+juice+illustration&tb...
Most of them are showing an orange liquid that matches the color of the orange rind. It's hilarious. Because somehow, most people don't realize orange juice is yellow, even though they might drink it every morning.
[1] https://www.americastestkitchen.com/cooksillustrated/how_tos... [2] https://www.xrite.com/fr-fr/blog/beverage-color-control
If there's a language in the world where the color and the fruit aren't the same word, I've yet to learn it.