As Leanne mentioned. The Rule Number field used in Legal Rule is mapped to the ‘Generic’ Volume field. So you would need to change the style to sort by Other > Volume.
Issue here this will only work well when using only the Legal Rule reference type, it would not be good if you are suding other reference types in the document. If you need to list by Rule number consider using the Subject Bibliography.
In your library select the references used in the document and Tools > Subject Bibliography. Choose the Reference Type then the Legal Rule reference Type and apply your style.