but if my playlist is created in filename order then that's the order it should be played in isn't it?

If by "playlist", you are referring to an M3U file on your PC's hard disk, I don't think the Karma uses those at all other than to extract file names for importing.

If you want a created-on-the-karma playlist (which is not an M3U file) to play in order, then you have to order it yourself.