Revealing mistake: In several driving scenes, the cars are visibly higher than the rest of traffic. Obviously a flatbed truck was used instead of a trailer for the filming of the interior shots.
Revealing mistake: When Mr. Orange shoots Mr. Blonde in the warehouse, you can see that the rounds rolling down the ramp are blanks.

Revealing mistake: When Mr. White shoots the two cops inside their car and Mr. Orange watches the scene astonished, dummies replacing the cops are visible for half a second sitting inside the vehicle just before the windscreen gets hit by the bullets.
Chosen answer: Having just been shot a second time, he was probably dying by that point. He'd done many extremely questionable things - even murdered an innocent mom - and stood by as other terrible crimes were committed in his presence. He'd grown close to Mr. White, who'd just murdered two friends and taken a bullet for Orange's sake - even as Mr. Orange was betraying him all along. So partly this was about his attachment to Mr. White, and partly a death wish stemming from his own guilt about his actions. He knew full well what would happen but told Mr. White anyway, disregarding the consequences.