Nope.  Don't think about it that way. The rotations start off aligned with the world coordinate system, but then not always.  For instance, a body part that has 'orientation' on its JP starts at that angle (respective to the world system) as its 0,0,0 rotation.  The first rotation in the order is with respect to the initial orientation and each successive rotation from the previous.

Joint order is precisely this.  For a YXZ order, the first rotation is Y, then (from there) X, and then (from where these two end up) Z.  Realize that the object's coordinate system is being rotated, so that a -90d Y rotation causes the X axis to be aligned with the "original' Z axis of the object.  You have to think about the axes (the three mutually perpendicular lines) being rotated in succession - from wherever they end up when it's their turn to be rotated.
Changing the joint order changes how the three rotations are carried out.

C makes it easy to shoot yourself in the foot. C++ makes it harder, but when you do, you blow your whole leg off.

 -- Bjarne Stroustrup

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