Currently Jira's users and groups association is done per directory, which means that if i add a user to a local group in one directory, he will not be a member of that local group when i change directories orders or add a new directory.

It would make more sense to apply local group membership to all directories since the group is local and admins would expect their users to remain associated to these local groups if they ever need to migrate their LDAP server and create a new user directory.