The Menu Builder (in5 > Build Wizards > Menu Builder) will use the order that the bookmarks appear in the Bookmarks panel (Window > Interactive > Bookmarks). You can fix them by clicking on the fly-out menu in the Bookmarks panel and choosing Sort Bookmarks.

Sort Bookmarks option in the InDesign Bookmarks panel

If you're not familiar with the Menu Builder, you can see it working in this video.