Correct, Zammad sorts those Objects alphabetically.
Technically you change the position key of the affected attributes.
While these changes are update save, please be careful as fiddling around with objects can potentially break your installation. (aka. don’t delete things from objects that are disabled to edit within the UI 
)
First of all, the following page will show you how to play around with Zammads rails console (aka. the console you need for the below commands):
https://docs.zammad.org/en/latest/admin-console.html
You can check the current position with the following code:
ObjectManager::Attribute.find_by(display:'My amazing display name of an object').position
Now if you fiddled your desired order, you can update it with:
ObjectManager::Attribute.find_by(display:'My amazing display name of an object').update(position:666)
Above is untested, again, please use with care. 