This is especially true for service dogs or therapy dogs, who may wear an orange collar or vest while they are working. The color orange is often used to indicate "caution" or "warning," and it can help to alert others that the dog is in training and should not be approached or disturbed.
Some people also use orange collars on their dogs simply as a way to make them more visible, especially if the dog is a small breed or has a dark coat. This can help to prevent accidents, as other people will be more likely to see the dog.