It should. It gives a really bad impression for people using MC the first time, to just see the things spread out in no particular order.
Caption should also adapt for this. But just giving sort order for Season, Episode would help here (it's possible this is default now, as I've changed all of mine). Also, I think it would be good to get a view that displays seasons. People are used to this from other applications, and they expect to find it in MC too.