The order you see in your flash drive is the order your operating system sorts (indexes) them by the usual criteria: date (ascending or descending) or file names. There is no such thing as 'physical' sort order, the files are stored randomly on your drive and you tell the operating system (Explorer or Finder) which criteria you want. The files are displayed according to chosen index.
So, you can't transfer your files in the order you see them in the organizer. If you have used 'custom' sort order in an album, the only way to keep that order when exporting or moving to the flash drive is to rename your files with a leading text followed by an order number, like photo_0001 etc. Your explorer/finder will display them from the file name in the original order.