When you create categories, the info on Sorting order states that categories with the same number will be sorted alphabetically, and that categories with a lower sorting order will be included higher in the list.
However, if category X and Y are excluded from the subweblog Default, they will appear in alphabetical order, but only after the alphabetical list of included categories is displayed.
It would be nice to be able to enforce sorting of all categories by adding order='desc', similar to the modifier of archive_list.