Из хелпа по Sort method
"The Sort method uses a typical lexical sort, with symbols, such as a hyphen or underline, ranked higher than alphanumeric characters."
Из Сайбейса:

This is because PB 32 bit versions are using a Word Sort rather than a String
sort.
This is done to ensure that sort order of such things as "coop" and "co-op"
will keep words together as you would expect (or that names with apostrophes
would sort correctly with names that don't have apostrophes, etc) ... ...

This is sorting as it should ... In Win32 the compare that we're doing
internally intentionally ignores hyphens (-) and apostrophes (') (this is
called a word sort as opposed to a string sort).

Наверное по причине того, что БД продукты пишутся с многоплатфоменностью в уме и в них всякие хитрости типа collation sequences, etc. имеются, а РВ - только с Windows(tm) в уме, а все native Windows(tm) controls, имеющие имплицитную сортировку, сортируются также...