The sequencing only matters if NTLM Identification is used as one of the proxy authentication/identification methods.
With NTLM Identification the proxy only asks for username, no domain or password information is retrieved. This can cause issues where multiple Active Directories are being used as the username is not associated with a domain automatically.
If NTLM identification is used for users in a single domain, place that domain at the top of the sequence list in the configured directories. If more than one Active Directory is used for users using NTLM Identification, please consider using iDex or other methods as misidentification can occur in that scenario.