To expand on @JeSuisRickSpringfield‘s already excellent response, there may be some minor electrical engineering involved here, too. (As well as sales and marketing.)
The first two positions of the switch are the binary ones for “all off” and “all on” (that is, “full power / high speed”), then followed by the step-down switches for lower speed modes. I’m going to hazard a guess as a non-electrical engineer that those are the two positions of most stress for the electrical switch, too, so it makes sense to juxtapose them and shield them equally well and together, so that the less-used and less electrically stressed switches (and this is where I think the sales and marketing data become helpful, so they know this) can be offset as they are.
I would also imagine that the sales / marketing people have researched the market to know that when most customers turn on a fan they normally want it “full on”, and then only later want to reduce power.