sort and uniq with greek letters

[Anakreon Mejdi]

I have a file where each line contains a word, in most cases just a letter.
The letters are capital greek letters.
sort does not really sort the lines.
It does not place lines containing the same text in the wrong order
(Beta before Alpha for example) but it has  lines containing Alpha then
Beta and then Alpha again.

I have placed the file at:
http://mathind.csd.auth.gr/~anakreon/s.bz2
(16K)

sort version:
sort (GNU coreutils) 5.97

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