Not sure there is a way to do that, addresses in the address book and in groups can be displayed in just about any order that you like.
The fact that you put them in alphabetically does not mean anything.
Just as a matter of interest, why is it important that the addresses be in alphabetical order?
When sending to a group, it would be nice if you were to put the group in the BCC field and yourself in the To field.
This prevents everyone from seeing all those email addresses. Not everyone wants their email address slapped of emails going to a group of people that they may, or may not, know
Is there a way to synchronize the addresses in the To; field to the same order they are in an address book group? In the address book group addresses were entered in alphabetic order but after selecting the group in the To: field in Mail they appear in some random order.