As mentioned, Jericho did the same thing in late '01/early '02. It just looks more prestigious to go around carrying both championships on your shoulder and it's a way of saying that you're the one who combined both of these championships and they both belong to you now. As soon as Orton loses to someone, then the World Heavyweight Championship will be dropped and only the WWE Title will remain. I doubt they'll make a new design for it though seeing as how just introduced the new WWE Championship design last year.