This is something that is on our to-do list, but the main purpose of this idea is to save 2-6 mouse clicks. While this is certainly important, it is not what we would call a critical feature, so we have been focusing more on things that cannot be done at all, like mobile access and sharing. We will get to it eventually.
As for saving 2-6 mouse clicks, maybe that's correct, but like others have said there's also having to remember the specific sort order for every view. And as I switch views throughout the day that 2-6 mouse clicks gets multiplied several times.
Is there any movement on this at all? It seems to be one of those low priority things that never seems to get done because it never rises high enough on the list.
I'd like to repeat a suggestion I made before to the developer(s). An intermediate step could be to allow to pass the sort order via the url (?sort1=1&sort2=3... etc). Bookmarking the links would then solve the problem.