Sort Order of Lookup Column

I have a list with look-up columns. 
In particular, 'Market' is a look-up column, pulling the 'Title' column from a document library.
The issue I have is that the 'Market' look-up column contents are not listed in alphabetical order when selecting the menu to sort/filter, however, they are in alphabetical order
in the library they are being pulled from.... 
What controls the sort behavior of look-up column contents?
UPDATE: I have discovered that, by grouping the View by any column, the error disappears. Although this might be a work-around and provide context to an eventual solution, this is not a solution. 
UPDATE 2: The key seems to be multi-value columns OR System Column (TYPE), require grouping to display sort order correctly. 
Filtering by the type column (Type = xls ~ 7 items) does
NOT resolve the issue 
Filtering by the type column (Type = xls ~ 7 items)
AND Grouping by
single-value lookup column (Year = 2012 ~4 items) does resolve the issue.
Filtering by a single-value lookup column  (Year = 2012 ~ 1001 items) does resolve the issue 
Filtering by a multi-value lookup column (Sector = Residential ~ 418 items) does
NOT resolve the issue
Filtering by a multi-value lookup column (Sector = Residential ~ 418 items)
AND Grouping by
single-value lookup column (Year = 2010 ~96 items) does resolve the issue.
- Rick

Here is a way that worked for me.  I had a lookup column from a list to a document library.  When I opened the form up it sorted by title.  I created a new Data Connection in Infopath editing the list.  When I created the Data connection
it gave me options which fields in the data connection and the ability to sort based on a field.  I then just pointed my drop down list to point to the new data connection.  This worked on ipad as well as IE9.  No code required and my google
searching did not find this simple solution so putting here.

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