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BibTeX has a sorting function, and most BibTeX styles sort the citation list they produce; most people find this desirable.

However, it is perfectly possible to write a thebibliography environment that looks as if it came from BibTeX, and many people do so (in order to save time in the short term).

The problem arises when thebibliography-writers decide their citations need to be sorted. A common misapprehension is to insert \bibliographystyle{alpha} (or similar) and expect the typeset output to be sorted in some magical way. BibTeX doesn’t work that way! — if you write thebibliography, you get to sort its contents. BibTeX will only sort the contents of a thebibliography environment when it creates it, to be inserted from a .bbl file by a \bibliography command.