Collections in Photos - why aren't my choices prioritized?

There is a separate section for albums that you make, directly after the Library view. But you can modify the "Pinned Collections" with the, well, "Modify" button to the right of the"Pinned Collections." You can even put in your Albums first.

Also look at the very bottom of the main window to find "Customize & Reorder" where you can do more customizing and reordering.

Oh-- the Mac. You're right, of course: you can't move those things around. But, I gotta say, 5 extra lines doesn't bother me. C'est la vie. (I'm in a French cafe right now-- uh, in Dallas, not Paris. Darn.)

I'm not sure why you brought this up here. "Why aren't my albums that actually mean something to me not first?" is not something users like us can answer. If you would like to make suggestions to Apple, go here:

Feedback - Photos - Apple