I found a way to set a sort order to all playlist folders:
1. Set the sort order to a playlist folder.
2. Open the playlist folder in Windows Explorer, then you should find .xautopf file.
- This file controls sort order (and other settings?) of the playlist folder.
3. Edit .xautopf file and delete the line starting with "<SourcePath Location=...".
4. Copy .xautopf file to other playlist folder.
- If WSL is installed, you can copy by "find <path/to/MusicBee Root Directory>/Playlists -type d -exec cp </path/to/.xautopf> {} \;".
5. Restart MusicBee and the sort order is applied to all playlist folders.
Since this method is unofficial and may have side effects, use it at your own risk.