Unfortunately, the default sort order is by time joined. With that being said, you can sort by alphabetically on the spreadsheet itself.
1 - open the report in Google Sheets
2 - copy all of the info from column A and paste it into column F
3 - click on the F at the top of the column (that selects all of the data in the column)
4 - while the column is still highlighted, choose Data --> Split Text to Columns
5 - from the dropdown that appeared in column F, choose "space" as the separator
6 - type "last" in the column heading
7 - click the box in the upper right corner, between A and 1 (that will select all of the data)
8 - Data --> Sort Range --> Check "data has a header row" --> sort by last
For a better view of the video below, use the pop-out option (icon in the upper right of the black header) and change the quality to 720)