The reason there is no orange “wine” may have to do with cultural familiarity with the flavor.
One night on “Wall Street Week” a soft drink specialist was asked what the #1 soft drink in the world was, Coke or Pepsi. He answered that while those two brands had entered more large markets in the world than any other, it would be inaccurate to proclaim either as #1. Rather than choose popularity by brand it would be better to use flavor. He commented that virtually every culture in the world had some version of an orange soda.
Therefore I submit that virtually every culture associates orange with a sweet flavor. A tart or sour orange taste would be associated with oranges that had gone moldy or bad.
This would not only explain why there is no orange wine, but would also explain why when an orange flavor is used at all in an alcoholic beverage it is a sweet liquor.