"Almost always male" is slightly overstating things. Cat color is a sex linked gene, so a male cat is orange when it has a copy of the gene on its single X chromosome. Female cats can also be orange under normal circumstances though, and about 20% of orange cats are female.

Compare that to tortoiseshell or calico cats, which requires two different color genes (with calico requiring the "white spotted" gene in addition to two colors). That means something unusual usually has to happen for those colors to occur in male cats, which is why less than 0.1% of calicos are male.