If you place these values in a single row, single field (return delimited) and base the value list on the FIELD, then they will sort alphabetically in the "list", even if entered in a different order. That's the way value lists work. Based on a field, they sort. Based on custom list in the dialog, they do not sort. I rely on these features, as sometimes I want a custom list that does not re-arrange and can actually be used as a SORT for the found records by that custom order.
(I want to sort so "Yes" is at the top, for example)
If you want a value list to sort automatically in ascending alphabetical order, create a table that has the values in a field and base the value list on that. It's the default behavior.
If you enter your own values, why not just enter them in alphabetical order.