Why are the views sorted in the order you create them and not alphabetticaly (as in SP2007)?
Are you talking about views for documents, lists or both?
Both (and also Calendar-views).
I don't recollect list views being sorted alphabetically by default in SP2007. You can however always customize it to do that via the views and this is not much different with SP2010.
I just checked and SP2007 does sort automaticaly. Not in 2010 however. If somebody knows how I would like to hear.