Why is there an orange dot on an iPhone when calling?

When I call someone, it always shows anhe orange dot on t status bar. I have just realized this dot shows on the status bar recently. I am not sure why I could have it since this dot does not happen before. So can you tell me what functions for this ?

Also, I am quite a fan of Apple as it is the super protection security matter. However, some tracking apps can track me without my allowance on this device. Do you help any resolved for this problem?

thank you

[Re-Titled by Moderator]