Hahaha, well, this is why it's hard to talk about "colour", because if somebody asked "what colours of paint do you need?" and I needed black paint, I'd say "black, please!" I wouldn't say "ahem, I would like black value paint" (they'd probably give me cheap black paint 
). Crayons can't really mix very well, so darker versions of colours are treated as separate colours. It's the same with a lot of physical artistic media, including paints, where while you can hypothetically make any colour if your palette has white, black and either cyan, yellow and magenta OR brilliant red, green and blue, historically the available pigments have made that tricky and also it's just useful to have common colours pre-mixed.
Brown is funny because it's such a common colour in nature that we have a unique separate word for it that's more widely used than "dark orange", partially because the word "brown" predates the word "orange" by centuries (orange was named after the fruit and in the middle ages would have been more commonly called "russet" or even red, that's why ginger haired people like me are called "red haired", not "orange haired"), so people tend to think of it like a different colour. Lots of things in the world are various shades and hues of brown, so it's just easier to say "reddish brown" to describe something rusty, or "warm brown" than "reddish dark desaturated orange".
But when you start working with colour, learning to look past how we categorise paints by pigment or name and instead thinking about how a colour wheel like the one Nick posted earlier in the thread works can really help level up your colour game. I definitely recommend reading an amazing book on the subject called "Color and Light: A Guide for the Realist Painter" by James Gurney if you're interested.
