Yes it may be bright but does block some light, therefore the 1-2 stop more exposure. If your camera has a built in meter then that will account for it. If you use a separate meter then just down rate the film, say 400 becomes about 160.
Just remember that the filter lightens it's complimentary colours and darkens the opposite, therefore with your orange filter those warm colours will lighten, the cool ones darken. With landscapes just remember that along with the darkening of skies the cool green foliage will also darken, but autumn foliage will be lighter..because it's orange!
Normal coloured Caucasian skin will also lighten with your orange filter, blue eyes darken...well you get the picture!