The products product_id column will be incremented automatically. So could could edit the module displaying our product to order them by product_id and you should have the same order as on the CSV.
Also, when you save a product, all the product in the same categories will be ordered automatically.Not sure though if mysql will return the products in the order of insertion but it might do the trick.
We don't do it on the import to reduce the load and enable small (or heavily restricted) servers to not fail on big imports.