I don't think so.  I've only ever seen the financial statements produced in account # order.

Usually, people try to keep their accounts in alphabetical order (5001 = Advertising, 5002 = Bank charges, etc.) so that reports will be alphabetical, but this can be hard to maintain over time.

It is possible to (very carefully) renumber existing accounts that are no longer in alphabetical order to put them back into order... however, this is not something you can do for yourself.  You'll have to talk to your year-end accountant, as the feature is only available in the 'accountants version' of Sage.