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.