Carrots are domesticated plants. In the wild, the plant which we know of as the "carrot" is called Queen Ann's Lace. It's tap root is comparatively white, with, perhaps, a very slight orange cast from the presence of small quantities of the pigment carotene), much like a turnip. Over the many years that carrots have been under domestication artificial selection has produced the high carotene versions with which we are so familiar. Perhaps carrot breeders liked the orange color or thought that it made the carrots more appetizing or desirable.