This is because lexicographical sorting rules include that "nothing" comes before "something". The shape of a scalar (e.g. 2) is "nothing (⍬) while the shape of an empty vector is "something (,0).
For a generalisation to higher-ranked elements, we could sort by number of elements: {⍵[⍋×/⍤⍴¨⍵]}
And finally, there's shortlex order proper, which I'll leave as an exercise for the reader — or you could just look it up on APLcart ;-)
See you next week for 2016-7: 3s and 5s, but don't forget that it'll be two hours earlier, at 13:00 UTC!