Let me start by saying that manipulating the selection order has no effect, although I believe that would be great if it did e.g. CMD-clicking on docB, then docA, then docC would order the pages docB, docA, docC.
What does determine the order is how the documents are ordered in the list e.g. if you sort alpha ascending, then the documents will merge docA, docB, docC,… Sort alpha descending and the documents will merge docC, docB, docA,…
I normally just sort the pages once the documents are merged, but sometimes I force sort the document in the page order I want by adding a prefix to the documents or selecting the Unsorted option and manually order the documents in the list.