@maderafunk, there are two locations, where you have to search for these presets:
1.) the program folder C:\Program Files\DxO\DxO PhotoLab 5\Presets
2.) your user folder C:\Users<username>\AppData\Local\DxO\DxO PhotoLab 5\Presets
Rename the preset subfolders with 1, 2, 3 and so on to 01, 02, 03 in the program folder. Then delete the same subfolders in the user folder.
The next time you will start PhotoLab it will copy the renamed folders to the user folder and they will keep their name.
After each update/upgrade PhotoLab will create the same old subfolders with 1, 2, 3, … in the program folder. So BEFORE you start PhotoLab after the update progress go to that folder and delete these double subfolders. Your renamed folders (01, 02, 03 …) will still be there. Now you can start PhotoLab and everything will be ok.
But I agree with you that it would be easier if these preset folders would have the correct name (in Windows style) from the beginning.
“Natural sorting” requires some rules to be defined which may surprise some people while delighting others. For this reason, and for simplicity, I think most software just does a strict alpha sort.
That said, I think it is reasonable to sort number prefixes naturally if it’s not too much effort. macOS does this for files in Finder. However, as a computer user for over 40 years it still surprises me from time to time, especially as so much software I use doesn’t do it and I don’t expect it to.
On the other hand… I would love for Export presets and Watermark presets to be sorted in any sensible order.