Correspondent Roy Gatsby brought this GigaOM article to my attention which discusses a supposed bug in the latest iOS regarding the sorting of TV Shows on iOS devices. Apparently, non-iTunes Store TV Show episodes may not sort correctly if the Artist is not also the Show name. The recommended fix, therefore, is to open up a track's Get Info window and manually copy the Show tag text and paste it to the Artist tag.
I recommend using the "Put This in That" script from the This Tag, That Tag Scripts collection. It will allow you to copy Show to Artist on a batch of selected tracks.
By the way, changing the Artist tag does not compel iTunes to change the location of the TV Show file since iTunes does not organize TV Shows in the iTunes Media folder by the Artist tag as it does with Music files.