Hi Marco,
I'm sorry for my first reply, I remembered incorrectly as when you don't select any field to sort in the filter settings, it will sort articles by article IDs, not article ordering.
It will require customization in code to sort by article order. I discussed with the team whether there could be an option but it's not possible as it relates to category also. If the filter contains articles from various categories, the order might be incorrect.
Regards