Why does a digital photo editor on Windows order incoming numerical files
seemingly capriciously?

I'm documenting a test of copying files directly from Android to iOS
http://www.bild.me/bild.php?file=2552339numbertest00.jpg

Where the number of screenshots to be sequentially edited is large
http://www.bild.me/bild.php?file=4861468numbertest05.jpg

In Windows file explorer, I select the first file of a series
http://www.bild.me/bild.php?file=6860640numbertest01.jpg

I shift select the last file, which selects all the files
http://www.bild.me/bild.php?file=8909899numbertest02.jpg

I right click on any one of them to "Edit with Paint.NET":
http://www.bild.me/bild.php?file=7002456numbertest03.jpg

But when Paint.NET comes up, they're in a seemingly capricious order.
ant008, ant005, ant003, ant006, ant009, ant004, ant002, and007, and001
http://www.bild.me/bild.php?file=7317088numbertest04.jpg

This capricious ordering happens day in and day out, no matter what files I
choose to edit in series, which makes sequential screenshot editing a pain
for no good reason (AFAIK).

Since I wish to edit them in sequence to document a simple direct Android
to iOS file transfer, I have to manually reorder them within Paint.NET.

What trick am I missing for loading JPEGs into Paint.NET in correct order?