Sorting "menu_order" does not work in WP Query with multiple post types

When i use my WP Query as follows:

$post_types = array('research');

$args = array(
  'posts_per_page'    => 10,
  'orderby'           => 'menu_order',
  'order'             => 'asc',
  'paged'             => get_query_var('paged') ? get_query_var('paged') : 1,
  'post_type'         => $post_types,
  'post_status'       => 'publish',
);  

Everything works fine. The posts are sorted by the 'menu_order' value.

But once i add more post types to the array:

$post_types = array('research', 'course-webinar',  'project');

The order goes completely wild and doesn't make sense anymore.

It shows the posts grouped by post type name asc. And the menu_order value is completely ignored.

Does anyone know why?