J. Kenji Lopez-Alt did a test. He got a bunch of people, showed them different eggs before having them taste them, and they all unanimously agreed the more orange yolk tasted better and richer. Then he did the same test again, but with the people wearing blindfolds. The results got completely skewed and there was no winner. Now, maybe someone with excellent taste would be able to tell the subtle differences, but the average person definitely can't. Saying that though, visual appeal adds to flavor. So if a yolk is orange, it adds to your enjoyment and makes the egg taste better in your mind (which is why the first test had those results).