From what I recall of writing code to write the DMS databases, this doesn't surprise me and is an oversight in the whole design of the SSA structure. Essentially the databases for each is designed to cope with album/artists using an A-Z approach, I did question PhatNoise about it while I was writing my functions (because I could see it as being a hole), and I think they turned round and said that it wouldn't be a problem. IIRC they mentioned that all non-alpha matches would be at the start of the database, not that I understood how they could be.
I never actually tried it out myself, but I guess you are confirming my suspicions....I don't think it can cope with non-alpha prefixes in the various categories. The best bet would be to switch the numeric prefixes to their alpha equivalents, ie '10,000' to 'Ten Thousand' in the tags.
In PhatHack Media Manager, I've specifically coded the application to use the track info. which can be stored in the PBX files to generate the databases, which means you can modify the playlist tags to achieve this, without affecting the media tags. It's an oversight more than anything else, because I haven't yet written anything to write the tags back to the media files unless you are transcoding.