I saw the posts on the screenshots thread, and theorizing that RoA could actually be a feasible first item, I decided to have a gander over a bunch of different sites and vids to find opinions from higher level players on Ori builds. Lo and behold, RoA is actually a popular first item on Orianna, about as popular as Morello's and Athene's. But there was more to it than that, obviously.
While there was a bit of contention in terms of what to start first, what to build and when to build it, the consensus was that the first item on Orianna varies between games and that no one first item is going to be a cover-all for every situation. Not Morellonomicon, not Athene's, not Rod of Ages. For example, you're not going to want to take Morellonomicon first, if at all, against a decent Zed since you're straight fucked post-6 if you're not prepared for his onslaught, and even against other passive champs you don't want to touch it if you're behind. You're also not going to take Rod of Ages if you need Athene's to assist a semi-squishy initiator like Vi or Kennen in teamfights, or if you need to compete with high-waveclear champs.
I also watched some vids and checked some things that LoL general chatrooms pointed me to (such as one of PowerOfEvil's broadcasts) for advice on the MYMU and which champs like building which item first. They made the case that while Morello's is pretty nice to have for the AP and its passives, Athene's isn't wholly outclassed, even on less support-y mages like Xerath; the healing passive works with summoner Heal which, seeing as Athene's passive nearly doubles Heal's potency, can be the (unexpected) difference between a teammate's life and death. Waveclear champs that get messed up in teamfights yet survive can use the Harmony passive to more easily recover and get back and take any defensive action they need to in order to minimize the damage.
Morellonomicon is a fat AP item that is perfect for a few different mages, like Ziggs and Ahri. Some of the more utility-ish mages like Karma will buy this instead of Athene's in order to assert dominance in mid-game or in lane if they're far enough ahead, as 100 AP is definitely not anything to laugh at. Unlike the others, it gives no defensive stats, no mana back without kills, and on top of that the dev team is looking at nerfing it in 6.11.
Rod of Ages had a lot of opinions of indifference, such as "it's alright", "it helps you live", "it does its job". I'm guessing the reason why it's liked by people using Orianna is because of Catalyst of Aeons's passive, which siginificantly amplifies her survivability and improves trades while sacrificing next to none of her burst. There are other sacrifices that you have to make for it, however, such as less waveclear due to the loss of CDR, as well as the other fancy passives that each item has.