This is not a huge issue, though, i think you're interested in it.
I have number of sprites Sprite_001.png - Sprite_300.png.
They are split into different folders: Sprite_001.png - Sprite_070.png are in Stand folder, Sprite_071.png - Sprite_150.png are in Walk folder and so on.
I create new Sprite Animation, select Walk collection, and is shows first sprite with number Sprite_086.png, not Sprite_071.png.
As i said, not a huge issue, but still unpleasant.