When you drag and drop pages under Link to URL type pages, it appears as if the structure changes, but after refreshing the browser, the page order is not saved.
This is a known issue, and the reason that this does not work is because Link to URL page types cannot be configured as parents of other pages. Please bear in mind that in Liferay DXP 7.0 and 7.1 LPS-89111 clarifies the intended behavior.
In DXP 7.0 - This is resolved starting in Fix Pack DE-71: When trying to drag a page underneath the Link to URL page, an error message will appear: A page cannot become a child of a page that is not parentable.
In DXP 7.1 - This is resolved starting in Fix Pack DXP-7: When trying to drag a page into the Link to URL page, this action will not be possible.