EPM Member Selector Display - Alpha

We are running BPC NW 10.0 EPM Add-In SP21.

I have a question regarding the Display of Member IDs in the EPM Member Selector.

When I create a new EPM Report and make a selection from Members in our CATEGORY Dimension, the list does not appear alphabetically even after I have clicked on the title 'Member Name' to sort. The image attached shows the screen I am referring to.

This may seem like a minor frustration but it means sometimes that our End Users make the wrong selections or cannot find the data they need.

This Member sort works in other Dimensions but not this one.

Any ideas or explanations on why this is would be much appreciated.