In sampling the various output templates available with phpDocumentor 2.1.0, I see that some do alphabetize that left-side listing, while others do not. It is possible, even likely, that those that do not alphabetize the list are bugs in those templates.
Regarding your organizing via @package, your expectations are correct. However, I see in your image that you are showing the "\" global namespace listing rather than the Packages listing. You'll want to choose a template based on how it presents the Packages view. I'd suggest trying the Abstract template first and see if it fits your liking. I see that it alphabetizes its listing of Packages, as well as its list of Classes in a Package.