I used to have the view of "meh" with moving to natural colours but it is a move which started about two decades ago in the UK.
I'd suggest with this ingredient, if it's still widely used which it seems like there may be doubt about, then it's serving no purpose. It's not a case of "natural colour vs artificial" here, it's "do we need the colour at all?" I'm sure producers have for years got away with stating "ah the peel is thrown away" forgetting that in "zumo" type juicers and home juicers the juice comes into heavy contact with skin and cooks often use orange peel.
I cannot see any argument against "this serves no purpose, why is it here?"
When it comes to ingredients actually in food, I agree that it shouldn't be assumed that all natural dyes will be harm free, especially when they need to be used in higher concentrations, so step one should be to remove dyes where they serve no purpose, then reduce, then replace.
On a side topic, I've been trying to reduce the amounts of high fat, sugar and salt foods in my diet (HFSS). What I find fascinating is thinking about the kind of foods they are. They're often UPFs as well (but that's an even bigger rabbit hole in my view) but take the packaging off and sweets (candies) aside, all are brown or beige or would be if they weren't artificially coloured. (Honestly, I'm getting to the point.) In evolutionary terms we associate bright colours with freshness, ripeness and sweet. That's why we colour food whether it's with artificial or natural colours. To then start colouring natural food feels sacrilegious but that aside, why are we colouring beige food which isn't good for us to make it look more appealing?
Whenever I wander around Spanish or Italian food markets on my frequent trips over there, I'm always struck by how the tomatoes don't look perfect. Some may have tiny green patches, be too big or too small etc. The food looks real, delicious and still sells. Why does US food (and to a degree British) have to look like mock perfection rather than the natural product it is? And why are we trying to push people to eat foods which aren't good for them? Perhaps all colourings should go. Soft drinks will only then have colour from whatever juices are within. Sweets / candies will look the colour of the sugars and gums which comprise them. If we went for only white or transparent packaging as well, those brown and beige "treats" may not look so enticing...
Orange zest is in my Christmas cake recipe so it should definitely be banned! 
