I think that the misunderstanding here is in concentrating on the filenames. Photos, unlike Finder (or Explorer) is an Image Management System, so filenames have essentially no purpose in dealing with images. Almost none of the images in my Photos Library are even contained in files at all, so filenames are worthless-- they are provided as reference to original files, but not really used.
A File Management system like Finder relies on filenames, file created date, file modified dates, file extensions, and so on. In Finder you can sort files in folders using those things, for instance, rather than content, because the content in different files is so different. None of that is useful in Image Management. Pictures have similar content, and so their management depends on Capture Dates, Titles, Captions, Faces, Keywords, Objects, Locations, text, and things that are parts of pictures but that aren't in files at all-- and there are lots of organizing options in Photos using those image attributes. Since pictures aren't necessarily in files, then sorting pictures by file date or file name doesn't make sense.
Since we usually start with files, we have ways of converting some file information into Titles, for instance. That's what Old Toad and I offered you.
As far as sorting albums in folders, like léonie discussed, I either use names (where the date may be included,) or I just drag them around. I do wish I could sort by name backwards, though.