All the views in Project Server Web Access are currently not sorted by the view name. Instead they are sort by the ViewID. This could pose a usability problem when you have a long list of views. Your users will need to scroll through the whole list to find the view they want.
If you are really desperate in getting the view to sort by name, there are 2 stored proc in the Project Server database that control the retrieving of views.
The 2 SP are MSP_WEB_SP_SEC_GetAllResViewsByType and MSP_WEB_SP_SEC_GetAllResProjectViewsByProject.
To order view by name, add the following order clause at the end of the SELECT statement:
order by wview_name
However, modifying the SP is not supported. Do it at your own risk.