Due to a mixup with $sort_expression, the sort order chosen with this drop-down does not stick.
Fix in master: https://github.com/phpmyadmin/phpmyadmin/commit/64a7ab3c9d96360283fb43eb2f149607475bf7af
Fix in master: https://github.com/phpmyadmin/phpmyadmin/commit/64a7ab3c9d96360283fb43eb2f149607475bf7af