Using EVA Suitports on spacefaring vessels has been thought of before. For example, Inflatable Mission Module (PDF) envisioned by Tony Sang and Gary Spexarth in 2010, discusses the use of an inflatable accommodation module that would include AR&D (Autonomous Rendezvous and Docking), ECLSS (Environmental Control and Life Support System), EVA suitport, and other interfaces. This proposal was never funded though, but it certainly appears achievable.
There are some limitations to using EVA Suitports though. Spacesuits themselves would still have to be shielded when not in use to protect them from radiation damage, thermal cycling, micrometeorites and so on, and you'd require the ability to retract them back into the pressurized vehicle for pre-EVA and post-EVA inspection, be able to change at least gloves that wear out and suffer punctures the most. Otherwise yes, you could be able to save breathable air and nitrogen used for purging by having a Suitport installed on the vehicle.
Orion isn't meant to be used on its own anyway, except for short-duration missions that don't include EVA at all. It will be used together with various service and habitation modules, so latter could, in theory, also include EVA Suitports. But they wouldn't be used on Orion crew module, or MPCV (Multi-Purpose Crew Vehicle). Since you'd require some manipulation space also inside the vehicle, MPCV is simply too small for that, and adding even more interfaces would further complicate its design.