Why does an orange square show up on my phone when I make a phone call

Taken from the link above your name on this page.

About the orange and green indicators in your iPhone status bar

With iOS 14, an orange dot, an orange square, or a green dot indicates when the microphone or camera is being used by an app. 

An orange indicator  means the microphone

is being used by an app on your iPhone.

This indicator appears as an orange square if the Differentiate Without Color setting is on. 

Go to Settings > Accessibility > Display & Text Size.  

A green indicator  means either the camera or the camera and the microphone are being used 

Because to make a phone call the microphone has to be on so people can hear you speak.

The orange dot is an indication that your microphone is active.