Month on Month difference table visual that's sortable

That behaviour is a known limitation of the matrix visual - when columns are generated from a field (like your months), those column headers cannot be sorted individually. Only the row headers and the grand total column offer sorting.

The usual native workaround is to switch to a Table visual and create one explicit measure per month you want to display, for example:

May = CALCULATE([YourCount], 'Date'[MonthName] = "May")

Jun = CALCULATE([YourCount], 'Date'[MonthName] = "Jun")

In a Table visual every column header sorts independently. The tradeoff is you lose the auto-pivot behaviour a matrix gives you, so if the months change over time you have to maintain the set of measures. For a fixed range this works cleanly.

If this helped, a thumbs up and accepting the solution would be appreciated.

Best,

Shai Karmani