For me it depends on what insulation layer I'm using and why I'm using it. I don't generally wear insulation when hiking, but I might have a merino hoodie with a wind shirt over it. If I stop and am cold, it's a lot easier to throw a jacket on over the windshirt than to take something off first. In camp, if I am cold, I might put the wind shirt over some insulation, especially if it's fleece. Fill type insulations are more likely to be compressed, so depending on the fit and the shell material of said insulation, I might wear them over the wind shirt anyway.

Basically what I'm saying is you're right, and you should do what works for you in any given situation. Others may disagree.