Hi,
You can't have logically the shipping before the address.
The shipping needs the user address to know which shipping methods it can display.
The address needs the login to have a user and display his addresses.
If you selected a shipping and then login. It will invalidate the checkout because something important changed (the address impact the shipping). So it will go back in the first step.
Regards,
Jerome - Obsidev.com
HikaMarket & HikaSerial developer / HikaShop core dev team.
Also helping the HikaShop support team when having some time or couldn't sleep.
By the way, do not send me private message, use the "contact us" form instead.