If you check the manufacturer model #, the non-orange boxed sets correspond with actual KD Tools numbers (replace EHT with KDT and then search for that model).
The models starting with 44 do not. My theory on that is that they are specially made for Sears only. Example: the 56 pc ratcheting screwdriver set........doesnt exist on Gearwrenches website, and the model # starts with a 44 on the sears.com site. The 40 piece ratcheting screwdriver set on Sears.com starts with EHT, and that set DOES exist on the GearWrench website.
I think its just a "sears only" thing, possibly to prevent price matching.