When filtering on large quantities of data, the advanced filter just shows a random list of possible items in so no specific order. There is no rhyme or reason to what is listed in the list as you scroll and while you can type in what is needed, sometimes I don’t know the exact term to use.
I manage licenses for clients and have many jurisdictional agencies to list, and they all refer to themselves differently, like St. Louis County could be listed as St. Louis, St Louis, or Saint Louis County. If I want to make my data uniform, I can’t because I won’t know if one of them is missing or spelled incorrectly if I only type in one specific spelling. Making the list alphabetical just adds a layer of usability.