And, with their skins on, they wouldn't look orange, or red. They are sold to us "hulled", meaning with the skins removed. Some Red Lentils are the same lentils as brown ones are, but with the skins removed. Canada, the largest exporter of lentils in the world (as of 2004), mostly grows the kind of Red Lentils that originally had a brownish-green skin. The names of these varieties include Crimson, Redwing, Redcap, Robin and Blaze. In India, this kind is more generally just referred to as "masoor dahl." In America, a popular variety is Red Chief, which grows with a tan skin on the lentils.
Some feel that hulled Red Lentils have less taste than other lentils, as a lot of the flavour was in the skin.
Red Lentils will cook to form a purée, while Green (aka Brown) Lentils stay more whole and separate because they have their skins on -- thus these are better for salads and stews, while red are good for soups, etc.