Too much sun would manifest itself first in older leaves or areas on leaves that get the most photo-exposure/intensity, so it's not that. I would hardly think twice about the loss of the lower leaf, but the loss of the newly emerging leaf is assuredly a warning - unless it's simply an aberration related to mechanical injury.

The orange color results from the plant having 'recycled' some of the pigments (like chlorophyll) in the leaf before the abscission layer was formed at the base of the leaf. The only things I can think of that would cause this abscission in Ficus are a reduction in the light load (but that would be manifest in older and interior leaves first), a nutritional deficiency (usually Fe, but your plant has no other symptoms apparent to support that idea), or a drought response. The drought response can be caused by a high level of soluble salts in the soil (but there doesn't appear to be support for that idea), under-watering, or over-watering (which I consider to be the prime suspect).

I suggest you get a 1/4 or 5/16" wood dowel that you can insert deep into the soil to check moisture levels. If it comes out feeling cool on the inside of your wrist, or is dirty or obviously damp, withhold water. Often, a grower will think the soil is dry because the upper inch or two feels dry to the touch, when the lower reaches of the pot are still saturated. It would add to my suspicion if you potted up when you brought the plant home.

Occasionally, as now, an idiopathic problem pops up. When that occurs, the best thing you can do is make sure you have the basics right. I'll link you to a thread that covers the care of Ficus in containers fairly thoroughly. The information you provided is sketchy. Perhaps if you went into a little deeper detail and described some of your care practices or general observations, there might be a hint that leads to an obvious conclusion.

Al

Here is a link that might be useful: More on Ficus in containers ....

Without discounting what Al said, I'm not sure there's anything wrong unless I'm misunderstanding. I read that the old leaf had fallen off but your concern about the new leaf is just that it's orange, it hasn't fallen off. Is that right? It's been a few years since I had one of these but the new leaves were always reddish/orangish. Looks like a pretty healthy plant to me although the light is on the wrong side to see the overall color well.

google of rubber tree pics.