The problem is not in json_encode , as you yourself showed in the preview comes in the correct order.

The problem happens because in JavaScript only arrays have a defined order, but they do not have associative indexes, so when doing a json_encode PHP generates a JSON in the object format - which has no defined order.

What you can do is to send one more attribute in the list with the order, or leave the index of the sequential array in the order you want to display and save the id and name in an internal structure.

A structure in this style will keep order.

$arr = [
  ['codigo'=>'4550', 'nome'=>'AGUA BRANCA'],
  ['codigo'=>'8339', 'nome'=>'ANADIA']
]

Or by specifying the order:

$arr = [
  ['codigo'=>'4550', 'nome'=>'AGUA BRANCA', 'order'=>0],
  ['codigo'=>'8339', 'nome'=>'ANADIA', 'order'=>1]
]

REQUIRED ISSUE FOR CERTAIN RESPONSE SHOW

In the assembly of my array, it was done like this:

while ($resultado = pg_fetch_object($res)) {
    $cidades[] = array("cidade_id" => $resultado->cidade, "cidade_nome" => $resultado->cidade_nome);
}
/*envio*/
return json_encode(array("ok"=>true,"cidades" => $cidades));

And assembly by jQuery was described in Hertel's response.

Since @Marcos has already commented, your problem is not in the json_encode function, but in how properties are indexed internally by the Javascript engine.

A workaround for your problem is to use an array and have multiple objects sorted within it:

<?php
$array = [
   [
     "indice" => 4550,
     "nome"   => "AGUA BRANCA"
   ],
   [
     "indice" => 8339,
     "nome"   => "ANADIA"
   ]
];

And in javascript do:

$.each(data.cidades,function(k,v){
    options += "<option value='"+v.indice+"'>"+v.nome+"</option>";
});
$("#consumidor_cidade").html(options);