As far as I can tell, if theme_location is false, the menu defaults to alphabetical order instead of the order you set on your menu screen.
I can see that you have a tick next to the primary menu in the menu settings, but the actual key/slug may differ in your theme. For example:
register_nav_menus( array( 'customkey' => __( 'Primary Menu', 'twentysixteen' ), 'social' => __( 'Social Links Menu', 'twentysixteen' ), ) );
If you search for:
In your theme’s code, you should be able to find the correct value.
You can then add this to your code, for example:
wp_nav_menu(array( 'theme_location' => 'customkey',