I frequently need to manipulate the sort order - eg where certain characters should be excluded from the beginning of field. Before Wappler, I would do this by using trim and other functions in the query. This is not possible in Wappler - so I would say it is a limitation of Wappler. Using a generated field to sort on (at least in MySQL) is a good workaround.
@Dave has given you a good alternative, but if you did want a single list with NULL values coming last, this would also be possible.
There is an existing feature request which would address issues like this.