Ehhhh... I'm pretty sure that's the normal sort order done by Linux/BSD/etc (and OSx by extension).
It may be "annoying" but it follows the normal Linux format. Maybe they need to include an option to disregard it.
FileZilla's Mac port always felt.. unpolished at best. It definitely works though and I'm sure it makes it easy for people who use Windows too.
If you're willing to give something else a go I highly recommend Cyberduck. It sorts things the way you want, and is/feels a lot more native. I've heard people mention they like the side by side tree in FileZilla but you can open multiple connections in Cyberduck, including one to localhost to accomplish the same thing.
I've given a few things a try over the years and always find myself coming back to FileZilla. This is literally the only thing that annoys me about it. Everything else is fantastic. I do love the side by side tree as well.
I might give that a go just to see how I like it though.
@BamaStangGuy, it looks like they are using the default ls for the directory listings. I haven't played with FileZilla on the Mac (don't trust it as far as I could fart it) and have used CyberDuck and now paid for Transmit. Much better.