BuddyPress.org

The default sort order for directories is ‘active’. It dispays the most recently active first in the directory. You can change that by using a different sort order in your theme. See the docs for the loops here:

https://codex.buddypress.org/developer-docs/custom-buddypress-loops/

In the default theme, the loop for members is controlled by /bpmember/directories/members/members-loop.php in the function:

bp_has_site_members( ‘type=active&per_page=10’ )

Changing type=active to type=alphabetical should get you there.