SQL Server collations do not guarantee anything about the encodings. They are mappings from binary representations of characters to the commonly understood characters.
For this purpose, I think the relevant concept is "code page":
Code Page
A code page is an ordered set of characters of a given script in which
a numeric index, or code point value, is associated with each
character. A Windows code page is commonly referred to as a character
set or charset. Code pages are used to provide support for the
character sets and keyboard layouts that are used by different Windows
system locales. All Windows Server 2008 Unicode collations are Unicode
5.0-based.
The "ordered" piece is the part of interest for this problem. The ordering determines whether the characters are "naturally" ordered for numbers.
So, the concept of collations does not requires that numbers be naturally ordered.
That said, I am not aware of any collation anywhere where the digits '0'
- '9'
are not ordered naturally. In the Unicode standard, numbers are ordered naturally. I cannot think of a reason why anyone would create such a collation. So, in practice, I would be very, very surprised if such a collation existed. And, if it did, it would probably not be Unicode-compliant and so would not be available in SQL Server.
In practice, no such collation exists or at least no such collation is in wide-spread use. Natural ordering is not guaranteed by the definition of a collation, but is part of the Unicode character sets. You are pretty safe in assuming that all collations have natural ordering of numbers, but it is theoretically possible to create a character set with non-natural ordering of digits.