This is just my theory, but I think this order is also meant to communicate a message, a kinda "anybody you look up to can turn out to be like this", what makes it cool, I think, is that it works whether you believe he is a hateful fuck or not after the alter ego "reveal". (Altho it is called "the death of slim shady" so the idea is kinda of there from the beginning.

I also think not everyone listens to the full album in order (which one could say is the intended experience by the artist, there is a narrative after all), so without the extra context, it is understandably much harder to believe that this is not Marshall rapping, but Slim Shady