Yes, as thingswelike said, the Lumin behaves differently when you have a storage drive connected directly to it as opposed to using an UPnP server.
With a UPnP server the track number in the tag is used to determine the track order and the Lumin can provide other services like sort by artist, genre, etc.
With a directly connected storage device the Lumin orders the tracks alphabetically by filename. Thus it is necessary to have the track number as the first characters of the file name. You also lose the sort by artist, genre, etc. icons because the firmware does not use the tag info for sorting.
In my case all of my music files had adequate tag info but because some filenames did not include track numbers and I have a storage device connected directly my tracks would be displayed out of order. So I needed a tool to rename all of my music files to put track numbers as the first characters in the filename. I used Jriver to accomplish this easily and nicoff says Mp3tag works as well.
If Lumin changed their firmware to more fully use the tag info when there is a storage device connected directly they could probably eliminate a lot of confusion.