If they’re in the orphanage, then that means we don’t have its parent. If it’s also in a block, that means the parent is in the block, and since we don’t have it, a round-trip is necessary anyway. You might get a small reduction in bandwidth by not getting an additional copy of the orphan, but likely don’t save much actual time.
(Unless there’s a bug in the orphanage, and we do have the parent; or perhaps the parent was also recently replaced but is still in extra txns, so available for block reconstruction but not orphan resolution)