Dropdown list column sorting

I'm working with a sheet that has an unrestricted dropdown list column that the sheet is sorted by. I've found that the column is sorted alphabetically first by the values that are in the dropdown list and then it starts over alphabetically with the values that are not added into the dropdown list. We don't want to add all values to the dropdown, just the most common ones. That is why we have left it unrestricted. Is this as expected? Is there any other way to get a comprehensive alphabetical sort without added all values to the dropdown list?

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