It was the Allow Free Sorting option, but compacting the file from time to time helps. You might also want to run an integrity check every so often.
The free sorting really only applies to the Project Browser tree. For some other dialogs, there are some options that affect whether you can move things around. For example, on the Tools | Options | Objects dialog you will see three options that have an effect: Sort Features Alphabetically, which does just that for things like attributes and operations; and Group Operations (Attributes) by Stereotype, which divide the set of operations (attributes) by stereotype, each group respecting the current sort option.
I don't think the above options affect the Testing View; you see to be correct about the sort order there.
If tests sort alphabetically all the time, you might be able to get some leverage from using auto name counters. From the EA main menu choose Settings | Auto Name Counters. Note that these counters are specific to each project, so you must have a project open to set them up. They don't work retroactively, but see below.
You can also rename your tests with some 'outside' (of EA) work. Don't do this on your main project file; make a copy in case anything goes wrong. EA won't help you if something does. You'll have to export your tests; I think they come out as reference data. This will produce an XML file. You will need to inspect the file and use some form of editor to make the change. Note that if you have a high-end editor you might be able to script this. If you've got a development environment then perhaps a short program would work, and if you are a whiz with something like XSLT or LINQ perhaps you can whip up a fast transformation. Then import the tests again. [You might need to clear the old ones out first.]
HTH, David
PS: Perhaps you should make a feature request to Sparx for a sort option on the test list (and other lists as well, for that matter). Use the Feature Request link under the Support link near the bottom of any forum page. If you get a response from Sparx please post back to keep the rest of us informed.