What your players are doing probably is role-playing. They just aren't speaking in character.
Some people don't like to speak in character, being afraid of looking silly or just plain feeling uncomfortable to do so. Especially if you have one person that is very verbose and eloquent in character that can make more introverted people shy away from speaking in character.
And I think that's not a problem.
Role-playing is descriptive anyway, so I think it's perfectly fine to just describe what the character is asking. Preferably, they should describe this a bit more, so you as a DM have something to work with.
In your example of asking the orc whether he stole the map, the orc would obviously say no - unless the characters make him say the truth by intimidating him, convincing him they're on his side etc.
Now this can be done in-character, or by describing:
"I approach the orc. >>I know you have the map. Give it to me, or else I will turn you into a cockroach!<< I support my threat with a display of magic, using the Cantrip spell"
"I approach the orc and threaten him with a small display of magic using the Cantrip spell. If he doesn't give me the map, I will turn him into a cockroach!"
Now it's up to you to ask for an intimidate roll in both cases. And both cases are actual role-playing. One might even argue that they are at the same level of immersion, but that's a highly subjective topic.
A very different thing is, when your players don't describe HOW their characters try to achieve something. This is the crucial role-playing bit! This is something you really have to get out of the players - and you can just ask them for it:
"I ask the orc if he stole the map."
"Well, if you just ask him, he's just gonna say no. You need to try something - why should he tell you he commited the crime?"
"Uhh, well, I intimidate him."
"Okay. Want to add a bit more detail?"
The Angry DM's article on interactions has given a lot of insight on this very issue. You might like to read it yourself.
Seeing how a lot of people want to "reward good roleplaying". I think this is a fair point, but again, don't confuse "roleplaying" with speaking in character. If you reward speaking in character, look at the other side of the deal: A shy player might feel at a disadvantage, just because he is uncomfortable to act. On the other hand, in my orc example above I included the "display of magic" in both cases. This could give a small bonus to the intimidation check, because the character has done something to back up his threat. Now this "backing up" can be done both in-character and in the descriptive approach.