Hmm, I have exactly the opposite complaint. I don't want the tags sorted alphabetically and actually made some changes to prevent this.
From memory, about the only place that doesn't sort the tags before displaying them is in the metadata editor. In the book details pane, or if you display them in the list view, they are sorted. The tags will get sorted and stored that way if you open the "Tag editor" from within the metadata editor. They are sorted in the "Applied tags" list and will be saved that way when you press the OK button.
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