Where's that problems root?
First, you're asking to sort by a part that is inside some string. This is no native functionality in any programming language.
Second, your actual problem is not "sorting by number", but the way you constructed those numbers. If you'd have known this issue in front (and taken it into account), you could've written a filter that would pad those zeros in front of your numbers.
How to ignore the actual problem and work around it.
This doesn't really fix the problem, but as we (and maybe you too) don't know how many "issues" you might come up with (10, 1k, 100k?), we're just adding the sorting when displaying it. Here's a template tag for you to use:
function wpse80063_numsorted_issues()
{
$terms = get_terms( 'issues', array( /* of possible args */ );
$digits = strlen( count( $terms ) );
$sorted_terms = array();
foreach ( $terms as $term )
{
preg_match( "/\d+/", $term, $nr );
$nr = sprintf( "%0{digits}d", $nr );
// If the above line doesn't work, take this one:
// $nr = str_pad( $nr, $digits, "0", STR_PAD_LEFT );
$sorted_terms[ $nr ] = $term;
}
! empty( $sorted_terms ) AND sort( $sorted_terms );
return $sorted_terms;
}