We eat other sloppy fruit such as mango and kiwi which isn't in segments so one assumes you could eat an orange that's not in segments if you don't mind the mess. If an orange were allowed to fall naturally from its tree when ripe the fruit in each segment would act as food for the orange tree seeds or pips before they can get established and implant into the ground.
Here'w what my sister Lulu does, and she made me feel like a fool: Cut the orange crosswise with about 3/8" thickness. Break open the rings and eat the lovely juicy triangles. It's so easy to take the sees out too.
MANGO: Leave the skin on. With a knife, slice off one entire side of the fruit.
Now, take the piece and turn it so that the inside fruit is facing you. Score the fruit in 3/4 -1" chunks. Now turn the half inside out. Would you have believed it was so easy? Before I learned this in Mexico, I had a special "Mango-eating t-shirt" which blended in with the messy juice.