Hello Luc,
The drop-down selectors for MIDI ports on controls' (keyboards, pistons, etc.) MIDI settings screens are always sorted as:
Console MIDI port 01, ..., Console MIDI port 32
... (not by any user aliases that you might have assigned to them), so yes -- if you specifically wanted those drop-down lists to be sorted by your Windows MIDI port names then you would need to re-assign the ports on the 'General settings | MIDI ports' screen so that they were in the same order, which would indeed mean auto-detecting all of your MIDI settings, I'm afraid.