That actually happens to a lot of shows from what I've seen. If you find a site with an episode guide you can usually find the production numbers and follow them to see the order they were shot in. I'm sure there is a reason for it, even if I don't know what it is...
Production order is not always "correct." Sometimes shows a shot in a different order to facilitate access to certain locations or cast members and, for sci-fi shows, if the post production load on a particular episode is heavy.
For example, if one were to watch the first season of Bablyon 5 in production order then you would actually see the season finale halfway through the season.
It varies show by show so you should definitely do a little additional research than just finding production order. The good news is that most DVD sets are in the proper order.