The directory initially loads ordered by last modified date. This changes to alpha as soon as the user takes any action; uses the search field, selects a category, or clicks on the alphabetical navigation.
The idea was that this would lesson the bias towards businesses that start with a number or the letter A. With an alphabetical ordering of the list when the page loads, those businesses enjoy a premium above the fold on the first page while other businesses linger off the page.
We have plans to update the directory to have a toggle for users to switch between either view.
In the mean time, there is a very simple work around. Since you are pointing the navigation item "Directory" you can use this URL instead:
/directory/#search_value= &category=0
I already did this for you so you can see how that works. Now when a user clicks on the Directory from the navigation, it will order alphabetically: