In Java there are the SortedSet and SortedMap interfaces. Both belong to the Java Collections framework and provide a sorted way to access the elements.
Because the concept of a List is incompatible with the concept of an automatically sorted collection. The point of a List is that after calling list.add(7, elem), a call to list.get(7) will return elem. With an auto-sorted list, the element could end up in an arbitrary position.