Who goes first in DW/DW games has allways been dictated by your agility and some times the type of attack can affect it as well. Note, it's not exactly that who has the highest AGL goes first, it's who has the highest AGL has a better chance of going first.
There are some spells in the game that will make your character the last to go regardless of agility. So you can get a good idea based on the agilities of your party member as to who will have a better chance at being first. The series has never had anything that showed battle order, it's part of the randomness of the series.
Just becuase they have never had it doesn't make it good - in fact that is kinda why it is an annoyance.
I appreciate the retro aspect of the game but I think with a few simple changes they could have improved the game enormously.
And as to the agility thing it is useless becuase you don't know the enemies agility (unless there is some way to check which I don't know) so even if you know who on your team will go first you have no idea if all the enemies will attack before then, just one, two, etc.
Which gets to my other annoyance about the AI on 'tactics' doing better. Basically depending on how the round goes Yangus (who "usually" goes last) can cast heal on the team member with the lowest HP if their HP really drops. A person has to pick Yangus's action before seeing how the round goes which means you may attack when really you need to heal. To me that is annoying.