Just tested this and on an Window XP system, it sorts 1, 11, 12, 2, 21, 22, but on my Win 7 Desktop it sorts 1, 2, 3, 11, 12, 22. It sorted the XP way for so long, I hadn't realized that it had started sorting differently. Regardless, that doesn't address your problem, but it does assure me that I am not insane. I checked the My Files app and the ES File Explorer app and get the old Win XP sort method. The only way I have ever found around this is to add the leading 0(zero) in front of the single digit entries. I have done that for so long; I have trained myself to just do it that way.
Since the operating system is usually responsible for sorting (you can choose what term to sort on, but it does the sorting), you are probably stuck. Android is based on a linux OS structure, which is definitely not Windows, and it doesn't appear that linux has changed that yet. Of course to me, the linux method makes more since than what appears to be the new Windows method.
Another idea is to convert each comic to pdf format. That way you preserve page order. You will occupy less space and you don't have to worry about the OS ordering algorithm. Of course, you also have to convert every thing to pdf, which would take time also.
Sorry I couldn't be of more help.