Why do the Nazis deport foreign Jews first?

This is not directly addressed in the novel Night. First, you have to consider the people of Sighet and the deportations. Seeing the foreigners deported concerned them, but it didn't effect them. They didn't like it, but they accepted it. I don't know what the Germans were thinking, but the deportation of citizens would have been alarming.... the Germans wanted complacency. We learn in the first chapter that the Germans accomplished this. The "deportees were forgotten".

Even after the Germans arrived, the people went on. Some of the Jews even housed German soldiers in their homes. The soldiers were respectful, and their behavior bred complacency. Then came the edicts.