Thanks for this question. It has not been asked before.
Which view are you looking at, the User view or the Advanced (Administrator) view?
User View
Within the User view the databases are sorted by the database caption and they are grouped within named tabs.
Advanced (Administrator) View
Within the Advanced view the databases are currently sorted by the database name instead of the caption.
I plan to change that in a future release so that in all cases the Databases are sorted by the caption.