In order to use a multiselect field in a table based on a value list it has to define the values manually. My suggestion is a) to get the values sorted (move the items by drag and drop) or/and b) get the values from a sql statement (foreign list). This will make the list dynamically.
You can get a dynamic list by using the foreign key feature

The foreign key feature is good, but OP asked a solution specifically for a multiselect field, for which is sadly not yet possible to use foreign keys in wpDataTables. (Why is this, I still haven’t seen an explanation which also a developer would understand. I guess “not yet implemented” is the actual reason.)
However, to put the values list in alphabetical order after adding new values in the end, I hope this helps: just click “read from table” and then “merge”.