Because now if device receives DATA2 right away it will discard that packet, since there were no 2 MDATA packets before that, so the whole transaction is invalid.
If you start with DATA2, you will not have this control.
The goal here is to ensure that all 3 packets are received, and if one is missing, then the remaining should be discarded too.
In both cases highest DATAx indicates how many packets were supposed to be in the transfer.