There is no such option. But you might replace using the windows menu with your own control on the layout. There are several approaches that I can think of that might be used to to produce an alphabetized list of currently open windows in either a portal, a drop down list/pop up menu or in a calculation field that uses ExecuteSQL to order the values into a sorted order.
All three would require setting up a script that logs the window name by creating a record in a table when opened and deleting that record from the table when closed--both of which might be controlled by OnWIndowOpen and OnWIndowClose triggers specified in FileOptions. And yes, you may need to involve a user's account name in a hosted database so that each user sees the list of only their open windows.