Yes, this is very frustrating because it does not always happen, so you can't even work around it. In about 90% of my listings, the 2nd pic loads first even when the numbers are in a higher sequential order.
This is a tiny glitch that should be fixed by Auctiva if it is common.
It's got to be something to do with the way the uploader code is written.
They don't appear to do anything about it unless enough people complain though.
I've reported it, but nothing was done.
Hmmm.