Currently, in Pro 3.5.2, when you select a couple of layers in the Contents pane and share them to a .lyrx file, then drag this lyrx into a new map, the layers are added in the inverse order as the source map.
Source map:
Layer 1
Layer 2
Layer 3
Select all three and save to .lyrx.
Open new map.
Drag the .lyrx file from Catalog into the map.
Layers come in as:
Layer 3
Layer 2
Layer 1
Expected behaviour would be that they replicate in all regards the way they were when saved.