When using the Reports > Export Mailout option and setting the Export Option as one of the Label formats, you can specify by default what order they will print/display on the PDF document.
By default, it will be sorted in Client ID format. To set the default order go to Setup > Generic Setup > Mailing Setup

In the Sort for Label Export field, you can select from the drop down of
- Client ID (Default)
- Suburb
- Postcode
- Surname
Once you have set your selection click Save Changes and your export from Reports > Export Mailout and selecting a label format will then obey this sort order.