Leverage https://gist.github.com/clifgriffin/6389814 to sort terms naturally on post edit screens.

sort_naturally_post_edit.php

<?php
add_filter('get_terms_orderby', 'reorder_categories_admin', 20, 2);

function reorder_categories_admin($orderby, $args)
{	
	global $pagenow;
	
	// If not category, bail
	if ( ! isset($args['taxonomy']) || $args['taxonomy'] != 'category' ) return $orderby;
	
	if( is_admin() && ( $pagenow == "post-new.php" || $pagenow == "edit.php" ) ) {
		return 'natural';
	}
	else {
		return $orderby;
	}
}