The order doesn't really matter much. I think it's more that themes don't really have their own section (which is actually annoying- everything else is along the page edge), so they just got stuffed into the character creation section.
Like most RPGs (particular class/race RPGs), I find the order pretty much useless anyway. Class first, then a race that works with it (or the quick pick method, which happily avoids the traps of class/race design), and then theme as a sort of useless appendage.
Theme is pretty weird- I get that they're trying to encourage concepts, but there are so few and so limited that i don't think they're worthwhile.
To be fair to the themes, this is only the Core rulebook. Themes are kind of like Traits, and there will probably be a lot more of them introduced. The primary usefulness of them though (outside of flavor) is probably class skills.