Hi,
If you provide the "categories" column in your CSV, then the import will delete the links between the products and the categories and add back the new ones from the CSV at each import. In that case, it will set the ordering to 0 and so you'll loose the ordering.
If you also provide the "categories_ordering" column in your CSV, then you can provide the ordering you want for each category in the "categories" column.
So either you should not provide the "categories" column so that the import leave the links "as is". Or if you need to update the categories via the CSV, you want to provide the "categories_ordering" column if the order of the product in each category is important.