How can i user sort by other column in live/direct query to SQL server table

In Import / Direct Query : 

Click on the Column which needs to be sorted (i.e Month Name). and then click "Sort by Column" - You can select any columns (month Number) - based on that selected column to be sorted.

SSAS Live :

You cant use the above option. Either do the sorting at SSAS end ( Select Column, Right top corner - there is an option to sort by other column) 

Or,

Add the Monthname and Month Number column in the table. Then select the table and sort by Month Number (...). and go to Field property - change the Month Number columns font color and hide the column. this will be a workaround ( Not a solution ).