Devices are currently ordered alphabetically. In my opinion it would make more sense to order them chronologically by the time the user has successfully connected to them. Alternatively (I'd open another issue for this), if one has many devices, it could be useful to pin some as favorites to the top. Like the headphones you practically always use.
Comparing Plasma to Android UX, this request makes some sense. It would require storing last usage date in BlueZ-Qt or even upstream BlueZ itself before we can use that data to sort devices in a filter-sort proxy model for UI. Similar to Network Manager & plasma-nm applet/KCM.
There's an upstream feature request for "Device last-connected-time API #294": https://github.com/bluez/bluez/issues/294 We (as a downstream API consumers) are blocked on their decisions and implementation.