It's not specific for Work object ID, in generally Pega and SQL Server don't know how to sort alphanumeric text in the right way. It may result in either tedious sql scripts, or customized sorting condition configured everywhere.
1. Why don't you implement this feature so everyone else can make use of it, instead of having to manually split alphabets and numbers again and again
2. I thought that's a DB problem, however even I fixed the ordering in DB by using SQL View, Pega's report definition will override my correct sorting no matter what.