The spin and orbital moments of Au/Co/Au trilayers grown on a W(110) single crystal substrate have been investigated by means of x-ray magnetic circular dichroism. Our findings suggest that the orbital moment of Co does not obtain a maximum value along the easy axis, in contrast with previous experience. This is attributed to the large spin-orbit interaction within the Au caps. Both second order perturbation theory and first principles calculations show how the magnetocrystalline anisotropy (MCA) is dramatically influenced by this effect, and how this leads to the fact that the orbital moment anisotropy is not proportional to the MCA.