slim: Sort sessions

This ensures that xfce and most others DMs are preferred over
xterm. Previously slim used directory order, which is undefined.

Of course, it's just lucky that xfce < xterm lexicographically, but
that also applies to the other display managers, AFAIK. We should have
a way to specify a DM order, but that can be accomodated by generating
desktop entries like "<NN>-session.desktop".

Fixes #4300. Parenthetical to #12516.