A dark orange yolk often means a healthy chicken foraging on quality feed yielding higher nutrition.
A pale yolk means an inferior diet and worse nutrition.
Pastured vs Conventional Yolks
Conventional eggs can have omega-6 to omega-3 ratios as high as 20:1.
That's ~3X that of pasture-raised eggs.
Conventional eggs have ~2X the linoleic acid (~1g compared to 0.5g).
No one needs more linoleic acid in their diet.
***Misleading Yolks***
The primary reason for the color difference is the amount of xanthophyll pigments in the diet that get converted to lutein and zeaxanthin and deposited in the yolk.
A chicken's natural diet will result in higher amounts of these and thus darker yolks.
But by simply adding some supplements like beta-carotene or marigold petals to the feed, a farm can trick consumers with dark yolks from chicken's fed poor feed.
Eggs are a health food, but I recommend sourcing them from a farm where the chickens get to move out in the pasture, consuming a more natural diet.
I get my eggs from a local farmer. But if shopping, I look for "organic pastured" eggs.