Sort columns by display name and not values

It seems like when you simply sort a column alphabetically in a report or view, you should see A displayed values before B values, etc. However, I’ve been told many items are actually sorted by the database value not the displayed value. For example, "Job Role" is sorted by the underlying value of "ROLE". Evidently this is consistent with other sorting, such as Status columns (which sort on the value and not the display name). When I sort, I expect the sort to be based on what I’m seeing not what is hidden.