Are you using this in Details mode? You can just click the column headers to change the sort order, if in Details mode (or the other modes, if the headers aren't turned off), without opening the menu at all.
Outside of Details mode, I can't think why the order being alphabetical would be an issue? You can't see the columns in any particular order in those modes, so alphabetical makes as much if not more sense than any other order, at least to me.
Still, I am not against changing the order, but you need to link your account if you want to request changes.
Well, if you think it makes more sense it will be OK. But at me it makes more sense to have the sort by context menu in the sort order of the headers of the columns. You can go to Windows File Explorer and when you move a header to the left or right you will see the change of the sort order in the sort by context menu, too.
That makes sense, but I'm curious why would you use that menu at all if you're in Details mode and can see the columns; why not click the columns directly, which is quicker? Or are some of them scrolled out of view, and/or you're opening the menu via the keyboard?
No, I'm not in details mode, I'm in list mode, because this consumes least space. And when I want to change the sort order I do it with a right mouse click. And at DOpus I hit the wrong button, because I do it all in "speed mode".