When extracting the data with EXIFTOOL, I used the -csv parameter to output a comma-separated values (CSV) file. I then opened the CSV file in Excel and ticked "Delimited" and unticked the "tab" delimiter and ticked the "comma" delimiter. Apparently, that "corrupted" the filenames so Excel couldn't sort the data correctly.

I re-extracted the data with EXIFTOOL with the -csv parameter. When I opened the CSV file, I ticked "Delimited" and left the "tab" delimiter ticked. This time, the filenames did not become corrupted and Excel sorted the data correctly.