As I know we group the messages based on the severity, but i am not sure how to control the order when the messages are from the same group. May be you can try to control the message order by providing different severity.
Fyi, i had tried your usecase and the order is not same as the order present in the activity steps. I will get back to you if i find some other way.
Basically the messages of types error, warning, info will be ordered based on its severity like error -> warnings -> info messages order. Within the error group if you have multiple error messages then i am not pretty sure how to order them. I will try to reach any Product specialist and let you know if there is any such option to order within the same group of messages.