Unsorted Linked Table

I have a Table called WORK, which has a linked table for CUSTOMER.

When I start filling in the form of WORK and come to the linked table field for CUSTOMER, even though the actual CUSTOMER table has an A-Z sort on it, when it pops up so I can select one of my Customers the list seems to be sorted how each customer was initially entered, i.e the last Customer I created is the last on the list.

Is there a way I can get this popped up list to show the same A-Z sort as when I open the actual CUSTOMER table?

Thanks in advance and apologies if this has been covered before.