Yeah, msvc is the only compiler I know of that doesn't support that warning. For gcc, clang and intel, the flag is -Wreorder.
If there is a compiler that does not issue a warning when you put initializers out of order, you should switch to one that does.
FYI Visual c++ 2012 does not issue a warning about this with /wall (and 'language extensions' disabled fwiw). I know gcc does, and I agree that it's a useful warning.
You could vote for it if you want Microsoft to add it.