SetupGit.py sets the git config option diff.orderFile to
{edk2 directory}/BaseTools/Conf/diff.order, to override the default order
in which files are shown in a diff/patch/whatever. This is in imitation
of what is done manually in Laszlo's Unkempt Guide.
However, the version currently in the tree is in CRLF format, which makes
git interpret e.g. *.c as matching on *.c<CR>, finding no matches and
failing to apply the desired reordering. Note: this is true regardless of
whether running on Linux or Windows.
Convert the file to LF-only to make it work as expected.