When adding items from the source list to the target list and removing this items again, the original order of the source list is not preserved. This makes it hard to find items in a list that is longer than just a fest items. A good example is the second example on the livedemo at http://livedemo.exadel.com/richfaces-demo/richfaces/pickList.jsf. Add the first state (Alabama) and remove it. It can now be found at the very end of the otherwise alphabetical list of states. This can be rather unintuitive for a user.
My suggestion is either remember the original sort order of the source list, or add some attribute that enables automatic sorting.