This is a new ticket for part of several issues with sortname sorting originally reported as http://bugs.musicbrainz.org/ticket/919
The display of the subscription list (e.g. http://musicbrainz.org/user/dupuy/subscriptions/artist?page=4) is sorted by artist name rather than sortname, most obviously for artists whose names begin with "The" sorting in the T's despite sortnames (which are clearly available, since they show as tooltips on mouseover) where the The is at the end (e.g. "Beat, The").
It would certainly be less surprising to sort on the sortname, since that is what it is for.