Can I buy this feature somehow?

Seconding this request.

Windows itself did not change to numerical sorting until Windows XP, and WinSCP does not obey the "Turn off numerical sorting in File Explorer" group policy option to revert to the proper sort order. This makes WinSCP after 5.6.2 unusable for work that involves, for example, hexadecimal strings.

Most people use WinSCP to access Linux servers, and those all use proper lexicographical order, as far as I know.

Yes, that's "Natural order numerical sorting":
Issue 425 – Natural order numerical sorting

Request for an option to turn this is off is tracked here:
Issue 1293 – Option to turn off Natural order numerical sorting

The sort order is determined by your OS setting, in this case Windows Explorer. From the image, it looks like expected for Windows using natural sorting, i.e. 314 is smaller than 900.

For more information, read:

• Sorting for Humans : Natural Sort Order
  
• The sort order for files and folders whose names contain numerals is different in Windows Vista, Windows XP, and Windows Server 2003 than it is in Windows 2000
  
• Disable the natural sort order in Windows Explorer
  

Windows 8.1
Used WinSCP 5.7.6 build 5874
Used GUI – Commander

I see the wrong results of sorting files
example

acceding by name

not acceding by name