In a normal VAR, we can orthogolize the errors via Cholesky decomposition and estimate OIRFs. Thus, transforming the structure of the errors so that they do not correlate.
In an SVAR, asumming we impose an orthogonal structure on the errors directly so that they do not correlate. And so if we estimate OIRFs from an SVAR instead of just IRFs, are we not orthogolizing the error structure twice? First, through a direct imposition of an uncorrelated error structure by specifying some matrix. And second, through Cholesky decomposition if we estimate OIRFs.