you have to set the respective folder as "favorite" folder. Then the sort by order will be saved.
The problem has occurred even with "Favorite" folders. In point of fact, this problem has occurred repeatedly only with one of my Sessions. Even if I remove the Session and re-import the image files, I get the same result. In all of my other sessions, this does not occur, and I have the images in the "Capture" folders. I think there may a be problem with the metadata from that one group. Just speculating, but I think this may be a bug in the C1-5 program. Lightroom, incidently, does not mess up those particular files.