The orifice necks down the gas flow and makes regulation a bit easier. This is because the needle valve can be opened more to regulate the flow. In an open pipe ( no orifice) gas feed to a smaller forge, the needle valve often is just barely cracked to run at 1500F.
The orifice also injects the gas at a higher speed to insure better mixing with the air.
Any size small hole will work, you don't need to buy a special size orifice. You can plug the end of the 1/4" pipe that the gas comes in with and drill a .050-.100" hole in the center...or tap the inside of a 1/8" pipe to fit a #52 or #68 MIG tip. You will use higher gas pressure readings with the orifice, and that is OK.
I was not saying an orifice is a bad thing, I was just saying that it isn't necessary in many cases. The bigger the forge, the less the need.