If, for any reason, you cannot install this function, you can sort your filenames as follows:
[~, reindex] = sort( str2double( regexp( {A.name}, '\d+', 'match', 'once' )))
A = A(reindex) ;
Note that it assumes that all files have the same base name. If you have to deal with various base names, then you need the function mentioned in the other answers, or to work a little more on the sorting.
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