We investigate S-boxes defined by pairs of Orthogonal Cellular Automata (OCA), motivated by the fact that such CA always define bijective vectorial Boolean functions, and could thus be interesting for the design of block ciphers. In particular, we perform an exhaustive search of all nonlinear OCA pairs of diameter $d=4$ and $d=5$, which generate S-boxes of size $6\times 6$ and $8\times 8$, respectively. Surprisingly, all these S-boxes turn out to be linear, and thus they are not useful for the design of confusion layers in block ciphers. However, a closer inspection of these S-boxes reveals a very interesting structure. Indeed, we remark that the linear components space of the OCA-based S-boxes found by our exhaustive search are themselves the kernels of linear CA, or, equivalently, polynomial codes. We finally classify the polynomial codes of the S-boxes obtained in our exhaustive search and observe that, in most cases, they actually correspond to the cyclic code with generator polynomial $X^{b}+1$, where $b=d-1$. Although these findings rule out the possibility of using OCA to design good S-boxes in block ciphers, they give nonetheless some interesting insights for a theoretical characterization of nonlinear OCA pairs, which is still an open question in general.