I've been playing with it and I found what you meant by sorting by section then last name. However, when I go to "scoring tools" and score a set, the file, when opened in excel, is not sorted like that. It is always sorted by last name only.
I believe that you can use the sorting feature in Excel or another spread sheet program to re-sort by the section column once you have loaded the .csv file into Excel. Excel also provides many more options for sorting and for calculating averages of the homework grades.
The "scoring" features of WeBWorK are basically to allow the export of WeBWorK data to a standard spread sheet application or gradebook. WeBWorK itself does not itself have a full featured gradebook since these features are better provided by standard spread sheets and specialized gradebooks.