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The PowerBI matrix visual only allows users to accurately sort on the leftmost Rows field. Users want to be able to sort the matrix like a table in Excel. They want to be able to sort also on the Values fields to see the highest values for specific metrics to show up on the top. Doing this is not straightforward. It requires users to click through the More Options menu, go to the Sort By menu and select their field name they want to sort by. This still does not produce the intended effect when we also have a field in the Columns section. In our use case we have 4 fields in the values section that are repeated per quarter (using the Date in the Columnn section). Users would like to be able to sort on specific fields for specific dates by simply clicking the column header. However, the leftmost Rows field is the only one which produces the expected sorting behavior.
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