I also just wanted to add to this.
Was searching for a way to re-organize the components to no avail.
+1 to the request to add this QoL 
Dear Epic Developers and Community Managers:
Please allow alphabetically sorting these components in the UI, so we can then take charge by simply renaming them. This is already a feature in other areas, but for Actor Components which cannot be dragged, we need a way to visually organise, or it becomes quite a chore to locate the things we want in a timely manner.
Thanks!
BUMP !
Found myself back in this thread once again. Still annoying and needs fixing!
Find out the problem is addressed at 2019, and it’s still an issue. It feels so frustrating.