Which version of Plex for iOS do you have installed?
I have 5.5.1 installed and you’re right it’s grouping the recently played music by artist – however for me it’s actually sorting them by which song was last played
I have PlexAmp playing a library radio… so it’s a little random 
Nirvana > Wir sind Helden > Norah Jones > Foo Fighters > Plain White T's > Coldplay > Linkin Park > Led Zeppelin > ... (not alphabetically)
