Coloque os critérios de junção usermeta na junção em vez de lutar com subconsultas:
SELECT
ID, user_email, user_login,
first_name.meta_value as first_name,
last_name.meta_value as last_name,
phone_number.meta_value as phone_number,
wp_capabilities.meta_value as wp_capabilities
FROM wp_users
JOIN wp_usermeta AS wp_capabilities ON wp_capabilities.user_id=ID
AND wp_capabilities.meta_key='wp_capabilities'
LEFT JOIN wp_usermeta AS first_name ON first_name.user_id=ID
AND first_name.meta_key='first_name'
LEFT JOIN wp_usermeta AS last_name ON last_name.user_id=ID
AND last_name.meta_key='last_name'
LEFT JOIN wp_usermeta AS phone_number ON phone_number.user_id=ID
AND phone_number.meta_key='phone_number'
WHERE
wp_capabilities.meta_value LIKE '%administrator%'
ORDER BY
first_name
