If you don't want sets to be shown if they only contain a single movie, please disable this setting:
https://kodi.wiki/view/Settings/Media/Vi...movie_sets
See the "Include sets containing a single movie". If you disable that, no sets which only contain a single movie will be shown. So the movie is listed at your library and then it will be for sure sorted correctly under "B".
Not sure how you scraped that movie or which scraper you used, but if I let Kodi scrape the movie using TMDB, I don't get a set scraped by that:
https://paste.kodi.tv/uxeqexoyov.kodi
if you search for "set" at this paste, you won't find any result. Also "Adam Sandler movies" would be a very strange set name, as Adam Sandler also has roles in movies which have sequels. Like "Grown Ups" and "Grown Ups 2" and such. So as you can't group movies in multiple sets I highly guess that "Adam Sandler Movies" is some individual name you probably set manually using some scraping tool.
Anyway, to get the movies in the correct order you only have the option to not include sets containing a single movies for the "Show sets"-option. Kodi recognizes Set-names as normal names for the library to be shown and therefore is using the alphabetical order of the set name and not the name of movies which are included in that set. How should this work out anyway? Let's imagine you include "Grown Ups" into the set of "Adam Sandler Movies". How should the ordering should look like then? Under "B" or under "G"? So ordering the set "Adam Sandler Movies" under "A" is the only thing which makes sense then.
Movies do have a "sortorder"-tag in their NFO files to order them differently either at the library itself or inside sets if the alphabetical order or the year doesn't match the real ordering of how the movies should be watched (the "The Fast and the Furious"-collection is a good example in that case, where neither the release year nor the name doesn't match the order how those movies should be watched if you want to follow the correct timeline), which does not exist for sets, AFAIK.
The only available tags for a set in a NFO file are:
xml:
<set>
<name></name>
<overview></overview>
</set>
Where "overview" is a plot for the set.