I've played around with this a bit, and I think I can reproduce what you are seeing.
There does seem to be some kind of bug around the selection- all of the items except one in the list are inserted correctly (I tested with 5 PDFs and used Insert from file, and set them to be after the last page). I will file a bug on this, and I encourage you to do the same.
There does appear to be a different way to accomplish what you want to do: use Combine, and put the original document first, and then the PDFs to be added. Combine does not appear to have the same out-of-order list problem that the Insert function does.
If you're seeing multiple PDFs out of order when you do Insert, that may be a different problem from what I'm seeing, and I would encourage you to file a ticket with support https://www.gonitro.com/support/ticket to get the issue resolved.