Orphan blocks and stale blocks are different from each other, however many people use the terms interchangeably. You can click
here to visit an article on Bitcoin Wiki about the difference between orphan blocks and stale blocks.
The image you posted is trying to explain stale blocks.
Also, according to the image above, why is the orphan block still added to the blockchain though is not on main chain of the blockchain?
The image isn't dispalying a single chain.
The image is displaying multiple chains. The blocks that are shown in purple have become invalid because the other chain have more work.