Can I buy this feature somehow?

Seconding this request.

Windows itself did not change to numerical sorting until Windows XP, and WinSCP does not obey the "Turn off numerical sorting in File Explorer" group policy option to revert to the proper sort order. This makes WinSCP after 5.6.2 unusable for work that involves, for example, hexadecimal strings.

Most people use WinSCP to access Linux servers, and those all use proper lexicographical order, as far as I know.

Yes, that's "Natural order numerical sorting":
https://winscp.net/tracker/425

Request for an option to turn this is off is tracked here:
https://winscp.net/tracker/1293

The sort order is determined by your OS setting, in this case Windows Explorer. From the image, it looks like expected for Windows using natural sorting, i.e. 314 is smaller than 900.

For more information, read:
https://blog.codinghorror.com/sorting-for-humans-natural-sort-order/
https://web.archive.org/web/20200822124548/https://support.microsoft.com/en-us/help/319827/the-sort-order-for-files-and-folders-whose-names-contain-numerals-is-d
https://superuser.com/questions/984997/disable-the-natural-sort-order-in-windows-explorer

Windows8.1
Used WinSCP 5.7.6 build 5874
used GUI - Commander

I see the wrong results of sorting files
example

acceding by name
zavo2*
zavo1*
zavo0*
zavo3*
zavo2*

not acceding by name
zavo2*
zavo3*
zavo0*
zavo1*
zavo2*

[img] winscp.gif [/img]