Jinny Beyer's QUILTER'S ALBUM OF PATCHWORK PATTERNS illustrates this design as a monochrome utilizing dark and light mahogany red-brown colors. And that fits well with Cabot's remarks, who interprets the pattern as imitating Chinese wood puzzles (Chicago Tribune, June 22, 1938). Cabot says:
"ORIENTAL PUZZLE is a simple and interesting pieced block which may be set together easily and quickly in spite of its complicated appearance. The inspiration was one of those wooden Chinese puzzles resembling a box. A combination of printed and plain material is used to represent the various types of wood used in the original."
But another puzzling aspect of the pattern is a 3D optical illusion, creating a sort of billowing, almost like a tent, where the diagonal stripes meet the checkered border in all four corners. That sense of tent as if we were standing inside, at a bazaar, for instance, or a street fair, or in some ancient, busy marketplace, inspires a whole lot of exotic ideas and colors. That the design is "oriental" is partly itself the puzzle, and could be interpreted not only as Chinese, but maybe Japanese — see traditional Japanese cloud forms in the faux fabric fill upper right, for instance — or it can apply to the near east, like Egypt, as well as the far east.
Compare with related design titles:
WONDER OF EGYPT
WORLD'S FAIR PUZZLE
TO MARKET, TO MARKET