Sorting is never done on a per-polygon basis. Since the objects are transparent, they don't write to the z-buffer, so they can't stop anything rendered later from being rendered over them. The last polygons rendered will appear over everything else, so if you can change the order in which the polygons are stored (which can be done in Blender, I believe, and other programs by copying and pasting, probably) you can reduce this problem.

Jibb