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From the looks of it EditorPreferencesKeys/SimpleValueNames/ExtSettingsNames.COMPLETION_NATURAL_SORT is never used anywhere. It is set to false via editor-preferences but it doesn't seem to impact anything as it is never read. There is also no GUI to change it.
The key is currently unused. It was planned that there will be a visual option to change the completion's sorting but I'm unable to say whether we will ever implement it. Marking for later.
NetBeans.org Migration: changing resolution from LATER to WONTFIX