The document locations that are listed in the picklist under documents (related data) is not sorted alphabetically by the name of document locations. It is actually sorted by the order in which the document locations was created. That means that the default document location that is selected automatically when opening the Documents section is the document location that was created last.

Also the user will se a list of document locations that seem randomly sorted. From a usability point of view it is always best practice to sort picklists alphabetically by the data that is shown to the user in the list.