What is the reason why USB plugs connect power before data
It's actually more extensive than that. The USB shield connection makes contact before any of the pins. After this the power pins connect, followed by the data pins.
The reason for this is that USB supports hot-plugging. This presents a number of issues to the electrical circuitry. The first is that there may be a large electrostatic potential on the device being connected and if this discharges, even through the power pins, it could damage both devices. This is why the shield connects first.
After this the power pins connect and this is done to ensure the device powers up first before voltage is presented at the data pins. Otherwise it is possible for current to leak back through the data pin input structure, which could damage the hardware and can cause unreliable startups.
If you are doing everything electrically then none of this is a problem and you should be fine to just connect everything at the same time.