Sub-projects not listed under parents

We have about 50 projects and each one has several sub-projects, but when we view the list of projects from within the Activities page it doesn't display in the correct order and we have lots of random sub-projects at the bottom of the list.
If i view the same list on the Projects page (the 'is sub-project of' menu) the list appears to be sorted correctly.

For example:

Customer 1
_Customer 1 - SubProject 1
_Customer 1 - SubProject 2
_Customer 1 - SubProject 3
Customer2
Customer3
Customer4
_Customer 2 - SubProject 1
_Customer 2 - SubProject 2
_Customer 2 - SubProject 3
Customer 5
_Customer 3 - SubProject 1
_Customer 3 - SubProject 2
_Customer 3 - SubProject 3
_Customer 4 - SubProject 1
_Customer 4 - SubProject 2
_Customer 4 - SubProject 3
_Customer 5 - SubProject 1
_Customer 5 - SubProject 2
_Customer 5 - SubProject 3

How can i get the sub-projects back under their parent in the dropdown menu?

Thanks,