Why do MP and RPM adjustments have to be made in a specific order in constant-speed props? Can anybody explain why do I have to pull back RPM lever first and then pull back MP after climbout when setting up my cruising speed MP/RPM combination. When I make an approach to land I do vice versa - firstly adjust MP (pull back to around 15) and then RPM (set to full).

My training aircraft is Diamond DV20 with automatic mixture control. It has only Throttle and RPM levers.
When setting cruise power, if you were to set the manifold pressure first, it would not remain constant as the RPM is reduced. It would have to be re-adjusted after lowering the RPM. 

When adjusting the RPM lever you are actually controlling a governor which maintains a constant RPM. Any change in manifold pressure will not cause a change in RPM. 

So adjusting RPM first just makes it a little simpler to set your power.