They're both derived from religious terms or religious metaphors.
For me (native U.S. English speaker) the religious reference in "orthodox" is more transparent and that in "canonical" is more obscure, so "canonical" sounds more technical or more neutral somehow.
Agreed, but "canon law" has always meant church law. Canonical is derived from that, and it's got similar connotations of "reference design" as the use of "orthodox" here.
For me (native U.S. English speaker) the religious reference in "orthodox" is more transparent and that in "canonical" is more obscure, so "canonical" sounds more technical or more neutral somehow.