Nigel,
It is because glyphs in these paletes are sorted according to their indexes (Glyph Index - GID). You can change the glyph index in FontLab for instance in Index mode.
GID is assigned to a glyph when it is created and many font makers do not bother with re-sorting the glyphs when the font is finished.
It is also difficult to find any rational and widely convenient order of glyphs - most of the glyphs can be sorted according to Unicode tables but there are still many alternative glphs without Unicode point remaining.
Pavel