This documentation needs to be updated - thanks for reporting this.

The constant CONFIGURATION_MENU_ENTRIES_TO_SORT_BY_NAME indicates which submenus under configuration should be alpha sorted.
The value of this constant in 2.1.0 is '1', which means only submenu 1 (Configuration > My Store) should be alpha sorted. Other menu entries under configuration are sorted using the sort order from the configuration table.

Does that make sense? If not, please tell me what you're trying to do and I'll help you get there.