I had no idea that it mattered! I have made 29 quilts and just find this out?? About time, I guess. :) Seriously, I did not know, and I am also not worried about it. As long as the borders look okay, I don't care which goes on first.
(Yeah, I counted my quilts....have the count on my calendar. I do that because my sister always said she wished she knew how many she had made, and I have only been quilting a bit over 2 years...so it was easy for me to figure it out. Sis has been quilting 12 years.)