While this works great with all types of entities and attributes, we once came across with a bug when we tried to sort the view by the Status Reason Column. Status Reason column is a picklist type of attribute.
Upon further research we found that this fails for any Picklist attribute and only when one of the records present in the view has a null value set for the picklist attribute on which you are sorting the view.
To search for such null value records, you can look for the “Does not Equal” condition and select all the available picklist options.
You can just open this record and reset the value of the status reason and now the sorting on this attribute will work just fine.