They won't, because file names are text fields, no where in history of data types does Text sort 10 in front of 9 when the field is text :). I would say don't put numbers to sort your documents, but because Teams doesn't support metadata yet you can't really get around what you have.
Soon as they release SharePoint file tab, you'll be able to setup a view, and if you have to have a pre-defined sort order you can add a weight or order column that is a number where you can then define order of items in your view.
Na, he and I were talking about the files tab in Teams (The default Files tab). Is going to use the SharePoint UI soon, where you can access column sorts, filters and views (Default views) to sort your files and access metadata. Right now it's not available.