The orange light isn't actually the "signal/no signal" light, that's the yellow light (generally blocked from view by the adjustment knob). What the orange light does is tell you that the signal it is receiving is very powerful, at least 2.5x as powerful as strictly necessary to trip the sensor.
Having the green light on at all times, however, is still concerning. When the output is active (i.e. the yellow light is on), the green light should turn off since one of the conditions for the light to turn off is "output active". I would double check your wiring and make sure you're not making any other errors in wiring (during our testing, we had lights that wouldn't turn off green until we realized we hadn't plugged the ribbon cable from the digital sidecar to slot 4 on the cRIO back in
).
Hope this helps.