My kids only eat the dog. They rip off and discard the delicious corn coating like it's a banana peel. Why don't we just offer them regular hot dogs, you ask? We do, but "they don't taste the same." Monsters. So now we don't buy corn dogs because I'm not paying corn dog prices for hot dog meals.
I do the same and the logic is with us. Crust first ensures you will not experience any toppings or condiments running away. You get everything behaving itself riiight in the middle.
That might just be me; I am obsessed with condiments.
I imagine you gotta get that hint of sweet and gritty leftover corn wrap, too, though. And the crunchy bit at the bottom. It's a delicacy that's hard to re-create.