This does have something to do with Excel.
I presume that you are trying to open the files with FILE > OPEN in
Excel. If you open this window, you should see the file /folder list
with the various columns 'Name' 'Size' 'Type' 'Date Modified'. If
you click on the column heading "Name" this will sort the list
alphabetically from A to Z - folder names will always be sorted
alphabetically at the top of the list, then file names automatically.
Clicking on NAME again reverses the sort order. Likewise clicking on
any of the other column headinsgs will sort by that column.
The sort selection appears to be sticky in that it will be the same
sort order when you restart Excel again (based on my limited testing).
This is not a feature that I have really looked at much, it is just one
of those things I use automatically. A similar process occurs if
looking at the files in Windows Explorer. With Explorer if you set the
sort order (and other settings such as displaying icons, list or
details - under VIEW) and then go to TOOLS > FOLDER OPTIONS > VIEW
tab then you can make the settings for the active folder to apply to
all foledrs.