Orphan txs that are not stored as orphans because of rejected parents, will not be found by AlreadyHave and so will be requested from each peer that inv's them to us. This will prevent those unnecessary re-requests and when the parent is cleared from recentRejects on a new block, the orphan will have been cleared as well.
Future improvements may be to intelligently save rejected txs (for compact block reconstruction) or rerequest rejected parents (in case of CPFP) but for now this is an improvement.