If you have many keys and they have a meaning, it makes sense and becomes practical that they can be ordered according to a specific logic (alphabet, groups, type, etc.) without having to move back and forth between this and an Array List.
Not only the order cannot be altered on a case by case basis, like sliding one key two slots up or down like it can be done for Unity Sorting Layers, because you can only edit a key and its value or add or remove one, so tough luck if for organizational purposes, you find that a given key you forgot or want to add would fit better if placed in, say, the twelfth position instead of slot 86... this is already annoying but then comes the unpleasant experience when the order is all flushed once you press Run.
Without knowing the intricacies of .NET, this has always been a sour source of confusion I would gladly do without if possible.