My understanding is there was no word in English for the word orange before the fruit was widely introduced in Europe. In other words the fruit gave the name to the color, not vice versa. (Other orange colored things were usually called 'ginger' or 'red-yellow'.)
The history of color words is a really interesting topic. For example, in Turkish the word for "brown" is kahverengi, which literally translates as "coffee-colored". Also, turquoise comes from the French word for Turkish, used to describe the color commonly used on Ottoman glassware.
Indoctrination. Look at how much color is added to food. The reddest ketchups sell better, as do the yellowest mustards, and the whitest breads.
I hate to cry conspiracy theory, but I really do think that American culture in particular has been groomed to think and eat this way by food suppliers. When you can color / bleach something, you can hide flaws.
Me too, I've found a "stone-ground" brown that's phenomenal. I'm forever converted from the yellow stuff.
Generally speaking, though, people buy what's most pure-colored. Just look at what has the most shelf-space at a (normal) grocery store. And add in packaging designs, most of them favor large areas of a fairly pure color. Our food-color connection is pretty strongly ground in and then reinforced all over the place.
Here's an alternative theory: orange carrots contain more carotene, which is good for your brain, so it's evolution doing its job. (edit: OTOH maybe the red carrots contain even more carotene, but too much carotene causes cancer, so that's why we don't like them ;)
When I saw that picture I was actually fascinated to try the dark purple, beet-like carrots. They looked the tastiest to me.
The others seemed mildly less appetizing but still edible, and in fact I've seen white carrots before (they were wild and I didn't eat them, but they smelled nice).