Timeless seems to sort all categories alphabetically, which can lead to a strange order: E.g. https://en.wikipedia.org/wiki/2018_FIFA_World_Cup?useskin=timeless has the "July" categories before the "June" one. They should be kept in the order in which they are in source code.
|mediawiki/skins/Timeless : master||Fix display of categories in the sidebar|
Off the top of my head the only reason I can think of why they'd be sorted alphabetically to begin with (because as you say, the on-page order is indeed more logical) is probably because they're actually being pulled straight from the database or something similarly idiotic because there's just no built-in way to get them... not entirely pre-rendered as html? Even so, if it normally gets them in the proper order, there must be some way to replicate the behaviour...
Needless to say this needs looking into.