It's just a natural colour of carrots. They can be white to orange to purple (or anywhere in between). It depends where they originate.
The reason we have orange is to do with them being favoured in Europe by the House of Orange in the Netherlands. They then introduced us to carrots. So other colours didn't get grown as a mass produced food crop like the orange ones. There may also be issues with growing conditions in Europe and the orange variety which make it easier.