The vet told me that if the twins are very different sizes, it can be because the ewe was carrying triplets but one died. How the vet described it was that she might have had two foetuses in one horn and one in the other, then one of the pair died, so the remaining one in that horn was already destined to be a smaller lamb and has all its plumbing (to get nutrition from mum) accordingly. The single in the other horn takes advantage of competing only with one other lamb and not two and grows bigger than it would have been able to had all three foetuses survived.
Not sure whether this throws any light on why the bigger one comes first but I thought it was interesting!
I have never particularly noticed that the first lamb is always the larger but cannot specifically recall a lambing in which a smaller lamb came first. I can recall triplets where the middle lamb was the smallest.