There is always a disadvantage to going last but it is worse in auto setup mode compared to manual setup. I suggest you apply the same logic as manual for who starts first. If there is an uneven number of territories in manual mode the players with fewer territories go first but in auto the players with the most start. For example if there are 39 territories and 5 players then each player gets 7 but what about the last 4? In manual setup players 1 - 4 get the extra pieces and player 5 starts. In auto setup mode player 1 starts and player 5 has fewer territories and goes last!
Fred