Apple introduced ordered to-many-relationships in Core Data in Lion. I created an entity named TreeNode with an 1:1-object-relation, a 1:1-parent-relation and an ordered to-
It seems that Apple gave us ordered sets for Core Data but forgot to upgrade its binding controllers. One year later after your question, the problem is still there.
Have a look at:
https://github.com/robertjpayne/DDOutlineView
Moral of the story. Be careful when using ordered relationships, try to do your own implementation until Apple fully implements that feature