I’ve no idea what the oranges look like in a US grocery, but the surface texture of citrus fruits varies from rough to smooth depending on variety - there are smooth shiny varieties of lemon and rough ones; same for grapefruits, tangerines and oranges.
The smoother skinned varieties also tend to have thinner, less pithy rind too.
ETA: Citrus fruits are often waxed to help preserve them, but it’s an almost invisibly thin layer.
Most of the citrus fruit from lemons, oranges, limes sold grown locally look like the one on the left. Grapefruit seem to fair better but have other issues with the skin. The only other place I have seen them look like this was organically grown ones.
And also, most citrus species can be hybridized as well, which sometimes results in lumpy looking, but otherwise desireable, fruit. A “tangelo” is a cross between an orange or a tangerine and a pomelo or a grapefruit. One particular type is sold under the trade name Ugli fruit because of their appearance.