"please can you explain, why the order of objects should have any influence?"

A Keil Project is not limited to just generating Object files from Source files; you can do anything with the Custom Translations!

In my case I am working with the Triscend E5, which contains an 8032 core and some programmable logic integrated into a single chip.
The Triscend tools generate a Header & initialisation source code for the peripherals implemented in the programmable logic. Obviously, it is important that the header is generated before translating any other source files which rely upon it!