Looking at community data it’s very uncommon for people to look at badges in this way, hence the current sort order.
Most users encounter badges for the first time when they receive the notification. If they go down the badge rabbit-hole it’s typically to see which ones they don’t yet have, and they’re obvious enough due to the green check mark which appears on the corner of any badge already received.
Associating badges is pretty tricky because of the queries they’re derived from- bronze, silver and gold version of badges bear no real relation to one another. It’s possible this may change in the future, but for now this is how they behave.
You could look into renaming badges to override the alphabetical sort, anything more is going to require code be written.