Starting with the most polar mobile phase will cause all of the components to travel (elute) together.
Since the stationary phase is polar, a polar mobile phase will cause polar AND nonpolar compounds to have similar retention factors (recall from CHEM 8L – ethyl acetate caused all of the spinach pigments to "smear" together on the silica TLC plate...see image below). We do not want this to happen!
We want to isolate each component individually, so we need to start with the least polar mobile phase. This will allow the most polar compounds to remain bound to the stationary phase while the least polar compound is eluted from the column.