Per the link

Historically it has been the policy of the Food and Drug Administration to allow the artificial coloring of the skins of mature oranges. It is a common practice to color the skins of oranges in certain orange growing areas of the country because of climatic or cultural conditions which cause the oranges to mature while still green in color. The coloring of the skins of oranges is done in one of two ways:

Adding a color to the skin of the orange, Citrus Red No. 2 (21 CFR 74.302©) if they are not intended or used for processing and they meet the maturity standards for the states in which they are grown.

Subjecting the orange to ethylene gas by a commercial process. This hastens the blanching process which apparently takes place normally after picking.

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