Why do MP and RPM adjustments have to be made in a specific order in constant-speed props?
When setting cruise power, if you were to set the manifold pressure first, it would not remain constant as the RPM is reduced. It would have to be re-adjusted after lowering the RPM. 

When adjusting the RPM lever you are actually controlling a governor which maintains a constant RPM. Any change in manifold pressure will not cause a change in RPM. 

So adjusting RPM first just makes it a little simpler to set your power.