Cops place cones to mark things that may be evidence with orange cones. CSI comes in and marks each item with a number and collects it so it can be retrieved at the lab in an orderly manner and to avoid contamination.Same difference
The "identifiers" for the gun was yellow not orange.
The "orange cone" you pointed out was the only thing present when the first photos on the scene popped up.
Two hours later(after barricades were erected) the gun was given a tag, cone, or whatever you want to call it.