Ethernet is designed around a tree toplogy. Your switches support some variant of spanning tree protocol which has disabled forwarding on one of the ports to prevent a loop. As other answes have said the orange light indicates that forwarding is disabled.
If the switches did not support spanning tree you would have succeeded in creating a loop which would result in a broadcast storm and a broken network.
If you do want to use both links at the same time then you will need to configure some form of link aggregation.