It most likely goes to your Electric Brakes disconnect switch - and you don't want that running through the switch. It should always be connected.
Orange seems to be a common color for disconnect switch wiring lately - mine are wired with orange as the positive.
Buddy Ray - Atlanta
Jayco Eagle HT 26.5RLS
Ford F150 Lariat, 3.5L V6 Ecoboost
Max Tow Pkg, 36gal tank
Reese Sidewinder and Reese Titan 16k hitch