When you get a bunch of files (let's say 1000+) without leading zeroes, this is a blessing. But I get the author's frustration, the expected behavior is not there, instead, he gets magical sorting that is wrong for his use case. I'm not sure what the ux should be, and maybe the algorithm here could be smarter, but it's a trade-off.
The expected behaviour is ambiguous (and thus subjective). Older versions of windows shipped with alpha sort. New versions ship with natural alpha sort. According to the UX designers over at Microsoft (and surely the user feedback), natural sort _is_ the expected behaviour.
I certainly agree with natural sort being the expected behaviour too.