You can preserve the order of the first set by transforming it to an ordered set:

const myOrderedIntersection = myFirstSet
  .sort()
  .intersect(mySecondSet);

console.log('myOrderedIntersection', myOrderedIntersection.toJS());
// -> myOrderedIntersection [ 2, 4, 6 ]

This works because myFirstSet is now an ordered set. When you sort it, it returns an OrderedSet which remains sorted when the intersect() method iterates over it.