I think you're missing what they're trying to say. You can still select what you actually need in a different order, but changing the order gives more immediate feedback from autocomplete. The order has pretty much zero impact on the performance of a query. A parser would still have to read out the whole query, and it's not expensive to unravel into a more efficient implementation if it would really help.

The problem is that SQL forces you to think about what to select before you even say where you're selecting from. There's nothing a client can do to recommend columns if it doesn't know where you're selecting from. It's pretty cumbersome to have to SELECT * FROM x and then go back and erase the * to actually get auto-completions.

It basically forces you to tell it what you want before you even know what the options are.