The pro-Western movement in the Ukraine is associated with the colour orange- there was the 'orange revolution'. The Economist doesn't think that this movement has achieved much, so it is a bloodless (lifeless) orange, contrasting it with the fruit the blood orange.
To keep the fruit theme running, they have also referred to Yushchenko and Tymoshenko as 'lemons'- in British English (I don't know about other variants), a lemon is someone who's useless, inept or an idiot.
BTW, The Economist is very fond of such puns in its headlines and in the captions for photographs. However, they tend to avoid doing this much in the articles themselves.
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