Currently, in JIRA, when issue statuses are sorted inside the Issue Navigator (or any other gadget that shows filter results), it is sorted according to the order of statuses within the 'Statuses' page of the JIRA Administration.

If we follow the logic of how fields are sorted, it should be sorted according to alphabetical order, just like the other fields. It is rather unusual that the Statuses field is not being sorted this way.