I can't say anything definite about the 2024 Paperwhite, because I don't have one.
However, what I do have are a 10th generation Paperwhite (which is, I think, the model that immediately precedes yours) and a basic Kindle 11th generation (2024). Both are running firmware 5.18.1.
When I have the display set to view collections, sorted by title ascending, I'm shown what appears to be a collection called Uncollected at the end of the list. All of my books not allocated to a real collection are held in that "collection".
I've attached a photo of my Paperwhite to show what I mean.
AFAIK, it's no longer possible to display uncollected books in a (long) list after the true collections.
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