If the VOR mode is selected from either the left or right side of the panel, the plane does not turn to follow the selected course, and the light stays orange.  However, if the VOR mode is selected by choosing AP from the SimIcon mode, SHFT-2, or by using SHFT-4, the aircraft will switch to VOR mode and turn to follow the selected radial, and the light will turn to green.  Just completed a flight to demonstrate this.  Since I always use the AP with SHFT-4 or with the AP Simicon, I had not realized it works this way.  The ALT HOLD feature works the same way.

Jim Kaye