When using a hyperlink, the sort takes into account the "a href" etc., instead of the text that displays. In this example, you can see that Animal Biology -- the only data with a link -- comes first, out of alphabetical order.
https://acm.tru.ca/Page18490.aspx
Also, in the sort option list, it shows part of the URL title, although there is not one specified: Animal Biology">Animal Biology
I'm using version 1.10.2.
I did see this example, but it doesn't appear to work for me:
http://datatables.net/release-datatables/examples/advanced_init/html_sort.html