I know at least 5 reasons.
Conversion's effect depends on the type of the user's first move. So if you want a conversion user to become ghost type, then you need to put a ghost move in its first slot.
A long time ago, back in the ancient Roman times, Nintendo's handheld devices didn't have touchscreens. When selecting moves, there would be an arrow pointing to the first move. Players used the first move by pressing A, and had to press buttons on the D-pad and then press A to use any other move. So if you wanted to use the D-pad as little as possible during battles, and your most used move was sludge bomb, then you would put sludge bomb in the first slot and use it just by spamming A.
The colors of move types are sometimes shown in summary screens and during battle. You can arrange the colors if you think some arrangements look better than others.
If you were selling something that costed 0.96 order-of-your-moves, and someone wanted to buy it with a 1 order-of-your-move bill, then you should give those 4 cents in change or your customer might accuse you of stealing.
Edit: Move order also determines which moves get forgotten when the Pokemon learns a new move in the day care.