I could be wrong but I think this is DB related, in that if you ran a similar query against the DB with an ORDER BY clause it would also group the NULL breach time records together at the top then order the rest ascending or descending as desired.
If this is the case then I don't think there is a way around it. Maybe one of the LANDesk guys can confirm this.
Hadyn is quite correct, there isn't a way to change where the blank items appear in the sort order. You could log an request for this through the enhancement portal though.