Why different SFs in LoRa are said to be orthogonal?
If you look at LoRa signals in the frequency-time plane on a waterfall spectral display, you will see a series of diagonal slashes which actually encode the data.  The transmitter produces this, and the receiver has an algorithm which seeks to recognize something that looks like it, while ignoring anything that does not match the expectation.

LoRa is a propriety modulation scheme, and many of the details are not public, but when bandwidth is fixed, the fact that different spreading factors results in different data rates means it is reasonable to suppose that different spreading factors produces slashes of different slope (different rate of change of frequency vs. time).  And diagonals with different slope will have only occasional intersection.

A little web searching turns up a page at http://www.sghoslya.com/p/lora_6.html which seems to endorse this view; however it additionally points out that the bandwidth setting is also a factor determining the slope.  And from that makes the argument that there are combinations of spreading factor and bandwidth which would have the same slope as other combinations, and thus not be as fully orthogonal from them.

It's worth noting that when near a transmitter, the on-air behavior of LoRa signals can be easily displayed with a a low cost "RTL-SDR" dongle, though this would not work so well for weak signals from a remote transmitter.  But up close, you could actually take a couple of transmitters and queue up packets at the same frequency and time, but different spreading factors, and see how they overlap but don't really interfere on the waterfal.