Why is it "wrong" to move the rook first here?

I saw the hanging knight, and played Ra4 which was somehow WRONG! Because somehow I MUST first play Qd3! But why? After Qd3 the 2nd puzzle move is still Ra4, after which the knight YOLOs into its demise on a5. Something happens with the d pawn or queen for black where they can defend it?? Or is this just arbitrary crap?

1 Ra4 d5 saves the knight. 1 Qd3 d5 2 Qxd5 does not save the knight as Qd5 attacks Nc4 and Ra8

Qd3, d5, Qxd5, Nd6 - how is the knight still not saved?

As tygxc mentioned, in that variation the opponent's a8 Rook is hit. So Nd6 saves the Knigt, but not the Rook as it is a fork of the 2 pieces

OK I see the rook fork now, that's the reason the knight can't escape then. And the free pawn is the other reason to move the queen first. I still think eventually I will find a puzzle with a nearly arbitrary move order...