Based on your screenshots, it looks like you are using the "Albums" sort method, not the "Artist" sort method. Most likely, the music has been tagged differently for each of these albums. The old Zune software (predecessor to Xbox Music) supported two tags that were "hidden" inside the MP3 metadata:
- Sort Album Title
- Sort Album Artist
These tags are used to change how the Zune software would display/sort albums. There is a good chance that the new Xbox Music on Windows 8 also supports these tags. It is also possible that you have a different "Album Artist" tag for the different albums ("The American Analog Set" vs. "American Analog Set).
You can edit the MP3 metadata using File Explorer on the desktop of Windows 8 by using the details pane, as shown here:
You can also try the Zune software, foobar2000 or Mp3Tag to edit your MP3 tags. There are many other programs that can tag MP3s as well, those are just a few.