Yes this bugged me too from the start!
I have renamed all my tracks on an album as 01 - trackname1, 02 - trackname2 etc. and they are in folders of /artist/album.
If you use browse folders on the system and select the folder (album) they seem to play in the right order.
I did this using a program called fre:ac (freac.org) - which works on windows, linux and mac and well for all sorts of music conversions and sorting.
Another bugbear is that the system is not really a surround system (pioneer system on premium MY19). If you try moving the sound toward the rear it just disappears and there is virtually no sound in the rear at the best of times. You really only get sound from the front. With my previous car(mercedes) you could move the focal point of the sound back and forth .
I chased this up at the start and was told "by design" - even on the upgraded sound system I am told.
I note that the pioneer system is not described as a surround system but as a 10 speaker system you would expect it to be so.
Having said all that I think the sound quality is good.