I use NOTES 6.5.2 – when attaching an object NOTES defaults to the Windows popup for directories. I just use the furthest button on the right called VIEW MENU and then I select DETAILS which then shows me a different Windows view of that specific directory. You can click on the heading of that list – either NAME or MODIFIED or Type which will then give you whatever sort order you need. Or you can first change your directory and then proceed with VIEW MENU. Keep in mind that the settings are not permanent. This being a Windows function, I have not seen a preference capability for this in NOTES.
I fixed this by going to my computer, going to any specific folder. Right click on the pane, arrange icons – choose name.
Then go to Tools/ Folder options – View tab, click the Apply to All Folders button, yes, then click ok. This worked, so that when I look at the Notes file attach dialog, it put the files back in alpha order.