No, I'm not saying that :) I'm saying that maybe the "Template Name" in each of the files is why it's showing up out of alphabetical order.
For example, say I had three files: stylesheet.css, index.php and sidebar.php. In each of those files, I had a commented-out section with "Template Name" in them. Just for fun, I felt very French and named the index page "Ze home page" and the sidebar's template name would be "A list of stuff".
In the side of my Admin area, the list would show up as:
Ze Home Page
A list of stuff
because the *filenames* were still in alphabetical order.
I'm not saying you did anything to the files, I was just wondering if each file had a "template name" and maybe that's why it's throwing you off. Maybe the creator of the theme named them something different than what the filename is - so it's showing in order of filename (but the title is different) and thus throwing you off.