Andrey, I'm talking about the problem of different sorting when specifying "sort order" - this option is also supported in filters - pay attention to the name of the categories on the attached screen, there is not close alphabetical sorting, since all categories are given "sort order". The only question is why it is different in the two tools "Category Manager" and "Products".
Screen: the first in the Edge filters, the second Loops
https://prnt.sc/w3622pAfter changing the "sort order"
Screenshot: the first in the Loop filters, the second Edge
https://prnt.sc/w3xob5