I've heard why we put on the talis before tfilin (tadir or maylin bakodesh), but why take it off in the reverse order?
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Rivivos Efraim 6:24 mentions a question he was asked with the questioner giving a few reasons why Tefilin is removed first.
A: It is done practically in order that the Talis should be available first when you put it on the following day. By putting away the Tefilin first the Talis is at the top of the bag.
B: Since on Rosh Chodesh and Chol HaMoed we remove Tefilin prior to the end of Davening and we remain in a Talis for the rest of the Tefila, therefore at all times we remove the Tefilin first.
C: Since a person is only allowed to wear his Tefilin when he has a Guf Naki, therefore we do not leave it on longer than necessary and it is removed first.