This is a known feature ??#!! (known since 2006), but to many (myself included), it is more of a bug; but it isn't a bug, because it works as intended, ie. it sorts numbers as integers, not as text strings... To be kind to this issue, it is technically not a bug, but just a case of: "limited sorting options".
Here is bugzilla page on this point: Bug 355152 - Sorting by name doesn't work with digits..
A quote from that page: "This is just wrong. Any user intent is completely nuked by a strange sorting algorithm" ... my sentiments, exactly.
This default (only?) sort algorithm is handy for some people (I assume), but it doesn't suit me, so I've learnt to live with it by simply adding leading 0's, as a matter of course...
.. Here is another well-intended (human??) but odd-ball sorting feature which could benefit from some options: Nautilus: Copy file to same directory gives a whacky sort sequence
..and I won't even mention how the sorting algorithm completely ignores leading non-alphanumeric characters (like they don't exist).... oops, I just mentioned it :)
nautilus is significantly grafted into the desktop, and offers such features as auto mounting, and file/folder notes, so I put up with this sorting anomaly; I just name my files in accordance with this algorithm, ie zero-padded numbers, and no leading non-alphanumeric characters...