Funnily enough Frank, very early US Spec MGB Roadsters had clear indicators, so the half lens which was orange in the UK was clear. I doubt there were orange bulbs then, although Midgets of a similar era had an orange glass lens over the bulb under a clear outer cover.
But I think nowadays, because it's common on modern cars ....it's a retro fashion mod which suits some colours really well. Especially silver, green and blue. It doesn't suit red though IMO, my car had clear lenses when I bought it, but one of the first things I did after dumping the sports exhaust was to revert to orange covers.