Yes, I always set it to Sort By Name Ascending. The default is just pointless, and I wish it would remember my choice. I'd also dearly like a filter, when I'm searching for a new set of Shields at a system that stocks everything (Shinrarta Desra for instance) it's a long scroll down the list. Let me select Internal Module, then Module Type, and then list all the Shields.
But it's like the Control settings screen, in need of some live, and has been since the start, but it's a low priority at best for FD.