I tried to Google any article that may suggest that the pesticides might leach into the orange through the seemingly porous orange peel but I came up empty.
The absence of any such articles isn't proof that the possibility of pesticide contamination isn't still a valid concern. So buyer beware.
What I did find was advice to at least rinse the outside of the orange off before diving into the fruit. However, if your goal was to turn the peel into marmalade then ante up for the organic product.