That issue should be fixed in the latest v5.6.5
What version are you in?
Edit: actually the fix I was referring to was only applicable to file names, not chapter names. Let me take a look.
Edit2: I just disabled chapter number renaming OR disabled chapter renaming entirely, please test both. I'd prefer to do the former if it works for you.:
https://github.com/axu2/kcc/releases/tag/v5.7.0-sub
https://github.com/axu2/kcc/releases/tag/v5.7.0-slugify
If possible, please test the filenames here as well:
https://github.com/ciromattia/kcc/issues/235
EDIT3: If none of those work, then it's a Koreader issue not sorting the chapter names naturally. Does reading in the normal Kindle software work?