Why do MS SQL Server SEQUENCEs not have an ORDER parameter like Oracle?
In SQL Server all the sequence numbers are generated on a single instance so they are already inherently ordered. And if you’re just using them as unique numbers it shouldn’t really matter anyway. 

The Oracle implementation is different because in a RAC environment (not all Oracle implementations), two sequence numbers could be generated by two different “instances” (that’s the wrong term for Oracle but just drawing equivalency in SQL Server). Normally you wouldn’t care if the one requested first was slower and got a higher number than the one requested later - unless, as the Oracle docs say, you were using the sequences as timestamps to truly reflect the order of the original request.