Sort multi columns in Matrix table

In case this help, here's a workaround in case sorting by the right-most column will also correctly sort the rest of the columns (for instance, sorting by Date will also sort Month, Quarted, Year):

Set Visual/layout and style presets/Layout to Compact.
Sort by the only column that's now available for sorting. Apparently, this will actually sort by the right-most column.
Switch Visual/layout and style presets/Layout back to your preferred layout.