I wonder if the order has to do with the tradition of the the men remaining at the table for port and cigars whilst the women withdrew to the (with)drawing room. Cheese was seen as a good accompaniment for the port etc. to keep the men going.
Another interesting British quirk. White wine generally goes better with a lot of cheese and it can be quite a revelation to pair decent, full bodied whites with a good cheese board. A nice rounded Chardonnay works especially well.
