Spin-orbit coupling (SOC) in graphene can be greatly enhanced by proximity coupling it to transition metal dichalcogenides (TMDs) such as WSe2. We find that the strength of the acquired SOC in graphene depends on the stacking order of the heterostructures when using hexagonal boron nitride (h-BN) as the capping layer, i.e., SiO2/graphene/WSe2/h-BN exhibiting stronger SOC than SiO2/WSe2/graphene/h-BN. We utilize photoluminescence (PL) as an indicator to characterize the interaction between graphene and monolayer WSe2 grown by chemical vapor deposition. We observe much stronger PL quenching in the SiO2/graphene/WSe2/h-BN stack than in the SiO2/WSe2/graphene/h-BN stack, and correspondingly a much larger weak antilocalization (WAL) effect or stronger induced SOC in the former than in the latter. We attribute these two effects to the interlayer distance between graphene and WSe2, which depends on whether graphene is in immediate contact with h-BN. Our observations and hypothesis are further supported by first-principles calculations which reveal a clear difference in the interlayer distance between graphene and WSe2 in these two stacks.