For some reason, I can't recall Rocco wearing an orange jacket ever. Wasn't it sort of tan?
The jacket (in the opening/assassination sequence) is light orange, but definitely orange.
But even if this can be reasonably denied, he is still the one who hands Michael the "orange from Miami." I forgot to add in my earlier post that before he hands it to him, he flips it up in the air, just as Tessio did (!).