How can you have a feature request with reproducable code? And this is all already very possible:

<?php
setlocale(LC_ALL, 'es_ES');

$words = array( ABADIA, ALVAREZ, BU?UEL, ZUBIETA, ?LVARES );

sort( $words, SORT_LOCALE_STRING);
var_dump($words);
?>

outputs:
array(5) {
  [0]=>
  string(6) "ABADIA"
  [1]=>
  string(7) "?LVARES"
  [2]=>
  string(7) "ALVAREZ"
  [3]=>
  string(6) "BU?UEL"
  [4]=>
  string(7) "ZUBIETA"
}

I include the code at the end of my comment.
Yes, that sorting you provide is possible and indeed more convenient, but notice that this is just an example. I used array_multisort for a real-life example where I needed to order by different keys, one numeric, the other two strings, and I found the problem. Indeed the only shortcut I was able to get was to temporaly disable the accent character by including another key with the letter converted to the un-accented equivalen, i.e. "?" => "A".

I believe the reason is that array_multisort uses A-Z,...?..., etc., to order, so including the charset as a parameter in a next version could be interesting.

<?php
		require_once("includes/conn.php");

		$sql = "SELECT * FROM apellidos.apellidos ORDER BY apellido";
		$res = mysql_query($sql);
		while($row=mysql_fetch_object($res)){
			echo $row->apellido . ",";
		} // while

		echo "<br>";

	   $students = array("BU?UEL", "ABADIA", "?LVARES", "ZUBIETA", "ALVAREZ");
	   foreach ($students as $key => $row){
         $surname[$key] = $row['surname'];
       }
       array_multisort($surname, SORT_ASC, $students);

		for($i=0;$i<count($students);$i++){
			echo $students[$i] . ", ";
		} // for


?>