Each blk*.dat file contains a lot more than one block. New blk*.dat files are added once the highest numbered one reaches a maximum size (or adding the next block would cause it to go over the maximum). Since reorgs have been no more than 1 block (2 or more happens extremely rarely), it's highly likely that the block(s) being reorged to are also stored in the same blk*.dat file.
And second question is why orphan blocks are not removed after new chain comes? It would save a lot of space on the disk, but these blocks are not removed, why?
They are not removed in case of a reorg. Keeping those blocks allow the node to quickly switch over to the other chain. There also aren't actually a lot of stale blocks so it doesn't actually save a whole lot of space. Additionally, deleting the blocks in order to actually save space would require rewriting the block files, and this can have a significant impact on performance. It would require shifting all of the blocks in the same file, removing database entries, and rewriting database entries, all of which require disk I/O which is very slow. The storage gain is so small that it's not worth the effort.
