Since December 15th, WebmasterWorld members have been reporting a bug in Google AdWords where the ad group is being sorted by clicks and not alphabetically, by Ad Group name.
After over 15 days, Google has finally acknowledge the bug and said they are working on fixing the issue.
According to our Technical Team this is a known issue. Our engineers are currently working to resolve this issue as soon as possible. In the meantime, I'm afraid that the only workaround is to have to manually sort again each time you navigate to a new page.
It appears from this issue it is not a high priority fix. But from the thread, it seems it is really annoying advertisers. So maybe this little bug should be pushed to the front of the list?
Forum discussion at WebmasterWorld.