Orange check means that the level has changed. If I remember correctly, it uses the CRC32 of the level file to detect this, so this should only happen if the file has actually changed. EDIT: Just tested, it apepars it actually uses the modified date. Thus, if you use the installer when upgrading, it will likely overwrite existing files with new copies, which will turn the checkmarks orange even if the level itself hasn't changed at all. However, if you have your replay files (assuming you haven't disabled it, NeoLemmix should automatically be saving them in replay/[game name]/Auto), you can run a replay mass check on them; this will restore the green checkmarks (as long as your replay still solves the level).
The NeoLemmix styles download at one point had corrupted versions of the LPVI styles; redownloading the styles should fix this.