MC seems to always use Natural Sorting, which does precisely that - it recognizes numbers (at the beginning or middle of string, doesn't matter) and orders them numerically instead of alphabetically. This is usually a good thing for us Humans, as we prefer to see Rambo 10 listed after Rambo 9, not after Rambo 1.
There doesn't seem to be a way to turn that off. If you really need it, you can add a calculated Field (or expression column) with an expression that mangles the numbers of [Name] so that you can then sort by this new Field, alphabetically.
Unfortunately MC doesn't have Regex Replace function, so the expression gets silly. Here's one such silly solution:
replace(replace(replace(replace(replace(replace(replace(replace(replace(replace([Name],0,.a),1,.b),2,.c),3,.d),4,.e),5,.f),6,.g),7,.h),8,.i),9,.j)
The dots are not required, but they make sure that files starting with numbers appear before files starting with letters.