The goal of the 'database' is to have the fastest load & search speeds possible. Sorting the database within the GUI isn't really intended; it's more for searching through your dumped pkm & sav backup contents. For speed, the program loads data on parallel threads, so ordering isn't preserved.
If you add the below line of code:
RawDB.Sort((x, y) => x.Species.CompareTo(y.Species));
... right above this line (link) and recompile, the program will sort the database once it's done loading all the files.
For a database of 111,000 -- mine, the Species Sort took 137ms; I have a 4x4GHz processor, others might not have comparable specs. I prefer to keep the original sorted order, as the bak savefiles are loosely grouped together in slot order. Species order is meh, others might prefer ordering by format, or a more complex sort (which would take a non-negligible amount of time for larger databases).
For a more complex sort:
RawDB = RawDB.OrderBy(z => z.Format).ThenBy(z => z.Species).ThenBy(z => z.Gender).ToList();
That will sort by format, then by... but takes a bit more RAM/cpu to process the sorting.