Sort messages in a folder

When you select your particular On My Mac mailbox, and from the Mail > View menu > Sort by sub-menu, do you see anything related to alphabetize? Your choices are clear there.

I don't think you can. For one reason, which digit would you alphabetize on? What you'd likely get is a bunch of emails starting with, say, an "A" and then listed how? After set with "A" I'd imagine they all be scrambled as there is no secondary alphabetizing and they be randomized.