I think they used to be different, but on Version 1.2.679 (homebrew rstudio-preview) on macOS with Solarized Dark everything is now orange. I'm pretty sure at some point errors were red and messages were yellow. I tried lots of other themes, and they all have the same issue.
I heard on Twitter that user-customizable themes are coming in the dailies, so there may be a workaround soon. It'd be nice if the defaults worked, though.