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My high school chemistry teacher abruptly sent me a MSG asking me that why we fill up electrons to 4s before we put electron in to 3d, but during ionization electrons in 4s electrons is moved out before moving out 3d electrons.

I have got an explanation from my senior that sound logical and reasonable,which is when 4s and 3d are both vacant, 4s would be slightly lower in energy due to more penetrating ability than 3d, but in case of electron filling in, electrons in 3d would have more shielding effect that shield electron in 4s from Z, lead 4s to be slightly higher in energy.

The question is, if 4s electron has more pentration effect which means it has more electron density closer to nucleus than 3d(radial wavefunction of electron distribution), so it should have more shielding effect as well, but why 3d electrons can shield 4s electrons? 

Thanks a lot.