There are some things that are listed in alphabetical order but also a lot that aren't, this inconsistency seems like a design flaw. Some of the things that are NOT listed alphabetically are:
- Privilege Group dropdown when assigning it to individual employees
- Staff Role dropdown when assigning it to individual employees
- Assigned Locations dropdown when assigning it to individual employees
- Product category list when creating a new sku

There may be more but those are the most common ones that I see