But the overall list of folders in that window may not be alphabetical -- in fact, it's not in your second screenshot:
Sure, it's a-z in the "PC" sub-section, but just above that, you have "Vodafone" which starts with a V.
Where would it go then?
Oh and by the way, did you know that this window has search (for folders)? So rather than scrolling, you can tap the search icon and just type a letter or two.