To answer this question, review the query plans prepared by both.
The first SELECT is a simple table scan, which means that it creates the rows in the order of distribution. Since this is a new table, it corresponds to the order in which you inserted records.
The second SELECT adds GROUP BY, which SQL Server implements through a separate view, since row counting is so low. If you have more rows or add an aggregate to your SELECT, this statement may change.
For example, try:
CREATE TABLE
Due to the number of lines, this changes to a hash aggregate, and now there is no sorting in the query plan.
Without ORDER BY, SQL Server can return results in any order, and the order in which it is returned is a side effect of how it believes that it can return data most quickly.
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