Dropdown lists can be sorted alphabetically when you use the ‘Find’ command and sort by the column heading in the dialog. With the encoded behavior in these lists that the last value selected is stored at the top of the list, I do not know if sorting would be possible.
OK, doesn’t sound ideal really. Appreciate you can filter the drop down once it has displayed, but out the box, it would be nice if when the drop down appears, they were in the correct order.