I just found an old Radio Times film and video guide at the back of a shelf... thousands of films, all listed alphabetically. In each case where the title begins with The, it's ignored for the purposes of filing. The same with foreign equivalents (Les Miserables is under M), and with titles beginning A. So I agree with you.
However, films like Dr Crippena nd Dr Strangelove come after Downturn.
But I notice that if I sort documents on my computer, everything is strictly alphabetical, with all "The"s under T. So maybe the website's computer is doing that.