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/