I recently read about a discovery that may explain that preference.
Psychologists have realized that it is easier for humans to remember a list than a set. That is, memorizing objects AND the order in which they appear is easier than just memorizing the objects.
A lot of our memory is based on sequences. We may think of it as extra information that clutter our memory capacity, but it is actually not the case: have things in a given order, in a given place, in a given color, and it is easier to memorize than if you remove information.