It's currently not possible to edit the kdeglobals NaturalSorting key via UI. This key is used by kio's kdirsortfilterproxymodel.cpp, which in turn is used at least by gwenview and the plasma file dialog. Dolphin used to use this key as well, but it eventually switched to its own setting: https://git.reviewboard.kde.org/r/122310
Once this task is fixed, Dolphin should be ported back to the global key, to achieve consistent sorting behavior across all applications.
See also Konstantinos Smanis' comment here: https://git.reviewboard.kde.org/r/128574/
Possibly related to: https://bugs.kde.org/show_bug.cgi?id=376992
Addition by @markg
Everything that is currently stored in "kiorc" is - to my knowledge - not changeable in a global UI configuration.
For example, the confirmation dialogs for Delete, Trash and Empty trash can all be set, but only dolphin allows you to set them. And those settings will have system wide influences.
As for natural sorting, i'm not entirely sure which rc file contains that but it's somewhere.
In my opinion it's best to keep all those settings in one place. Preferable not an application as that might give the user the impression that changing the setting only has effect on that application. The logical place is therefore a system settings module. But how do you call such a thing? Using KIO in that name is likely met by a users reaction of "huh, what is KIO?" so it probably has to be a more generic name. The only sane name that comes to my mind: "File browsing behavior", but i'm sure there are better names.