I'm from germany, and we have strange characters, too (; They are the infamous "Umlauts" öÖäÄüÜ, and the ß.
AFAIK, MC currently handles these characters as if they were their "normal" counterparts. If i do a search for "Arzte", MC will also find files containing "Ärzte". I guess that's why the scandinavian characters show up near their "normal" counterparts in a sort. The way MC sorts these characters seems quite logical to me.
I think MC's current behaviour is quite good, and logical. If you make any changes to the way MC handles the special characters, please consider this, if possible.
Edit: Matt's post arrived while i typed mine, hence the redunancy. Making the sort/search type optional sounds like a good solution... But that would mean quite a few new options.