There is certainly a meaningful notion of order for the imaginary axis of the complex numbers and it is given by identifying it with the real line in the obvious manner. The same holds for any line in $\mathbb C$, just as in $\mathbb R ^2$. The problem - just as in the real plane - as user 'dbx' writes in the comments, is that these obvious orders on lines do not coalesce into a sensible order on the entire plane. This does not seem to bother you in the case of the real plane because you feel the axes are naturally ordered, but the picture is exactly the same for the complex numbers. Do not feel alienated by the imaginary unit $i$ - the pictures all stay the same.
The standard norm of a complex number comes from the Pythagorean theorem in the real plane, which lets you measure length by the difference between coordinates along orthogonal axes. It is these axes which have an obvious order underlying your intuition, not the entire plane. The order on the axes is what furnishes the notions of 'left, right, above, below'.
More fundamentally, the abstraction of "length of a vector" by the notion of a norm on a vector space does not depend in any way on an order on the set underlying the vector space or any subset thereof. The axioms for a norm comprise a list of synthetic properties you want "abstract length" to satisfy without concerning yourself with how to actually calculate it: You want
- the zero vector and only the zero vector to have zero length;
- the length of any vector is non-negative;
- the triangle inequality;
- nice behavior with "elongation" i.e multiplication by scalar.
So planning ahead, do not expect some order to underlie a general notion of norm.
This isn't so strange if you think about it: merely knowing one thing is larger than another says nothing about how large either thing is, and conversely, knowing a thing is longer than another says nothing about which is 'to the right' of which.