We noticed that there was not alphabetical sorting in the related entities in the Unified Interface. This is such a small thing. However, it does change the user friendliness in the interface. Until now we did not see anyone else report this. Through this post we would like to investigate how many other users have seen this deviation.
I can see from your screenshot that you are in the associated view and that is not where the issue is.
When you open an existing form, there will be several tabs and the last tab is named 'Related'.
When you click on this tab, it will show you the related entities. These entities are not alphabetically sorted.
Please see the attachments.
There is a real gap still between Power Apps function for configuring forms and using the Classic UI
You can re-arrange the Related TAB items by switching to Classic
You first need to double click on the Common section and then you just re-arrange the items to be sorted alphabetically.
There is no sort A-Z by function.
Configuring a view to be sorted by default on a related entity column wasn't possible in legacy web client either.
In Unified Interface, users can manually sort a view on a related entity column when the view is displayed.
Please consider submitting an idea here: http://aka.ms/PAIdeas
I checked the ideas website and entered this as a new idea as we have the same problem.
You can find it here and give it your vote.
Just saw the post from "Power Platform Communities" above.
I believe that indeed, you can change the order of the Related entities in the legacy form designer.