When I have a table sorted on a column, and I want to sort on a different column, my instinct is to just click that other column. What actually happens is that the table gets sorted on both columns and requires a shift click to remove the previous column from the sort.
This is exactly backwards from standard UX behavior. When I want to select multiple items in Windows, I shift click (or ctrl click) to select multiple items. If I have one item selected, and I want to simply select another item, I don't have to shift click my original item to deselect it before or after clicking on the new item.
I appreciate the new multi-column sort feature, and agree that shift click should still be used to add/remove columns from the sort tree, but a regular click on any column should replace the entire sort tree with that one column, even if it's already in the sort tree.
I sort on one column much more often than I sort on multiple columns, and my one sort column changes enough that having to click the new column, wait for the AJAX to catch up (I have a moderately slow local server), become confused at the unexpectedly strange sorting, realize my mistake, then shift click my previous column and wait for AJAX to catch up again becomes tedious.
This has been fixed; there was a feature request about this, that was later moved to a bug ticket (4482).