The lack of alphabetical sort is a well known (and recognized) bug in PSE11.
I never shoot in burst mode, so I wanted to see why the usual workaround to assign the same date/time to a series of photos did not work here.
I had imported from the card via the downloader a burst mode series which did not show in filename order. They were in a single folder. So, I deleted them from catalog and reimported them from the folder (instead of using the downloader). That worked for me : the pictures are now shown in alphabetical order even in the 'import batch' view mode.
I suspect the downloader is responsible for the difference in behaviour. While the camera writes the times with the 1/100th seconds, the catalog skips them and only records full seconds.