Order grouped entries
The probably most easy way to do this is to sort the grouped array by key, which unfortunatelly is only possible with
a plugin, as Twig's sort filter only allows to sort by value.

Here I'm using Michael Rog's Supersort, but there are also other plugins that do this.

{% set allProfiles = craft.entries.section('members').order('profileLastname').limit(null) %}
{% set allProfilesGrouped = allProfiles|group("profileAlphabet")|supersort('ksort') %}