The one problem with any sort other than alphabetical is that the player supports many formats, not all of which support tags. If you have many different types of audio files in a folder, anything other than alphabetical will produce unexpected results… user A will expect certain files first… user B will expect other files first… user C will expect different files first. And they’ll all squawk that they want it changed to their way.
Even if it’s the easy way out, and unsightly, the fact remains that the alpha sort is consistent, if nothing else.
And there’s the other issue that the devices all have “TV” in the name. 
Since just about anything, including toasters it seems, can act as an iPod dock these days, and since as you and oldears point out, true audiophile equipment costs considerably more than these little players, I don’t think it was WD’s intention to produce a stunning audio playback system. My guess would be that the audio section was more “tacked on” as a bonus, to go along with the video that is the devices’ main goal.
