This is a key feature and functionality that is needed. When I save a Search, part of the functionality of that search is that I am able to re-create the same view that I saved - including the sort priorities.
Why hasn't this been addressed? It has been requested for quite some time.
Yes, it really is a pity that Toodledo generally does not exploit the potential of its saved searches (probably the best in the industry, a hidden jewel).
Individual sorting order for each search is just one obvious thing.
Another obvious thing that is missing is easy access to the saved searches. In the iPhone and slim interface there is no such access at all. In the main web version it is hidden under the obscure name of "Search". Why not make it more visible? Call it Custom Views or something, and let the user put his own favorite ones first - both in the main version and iPhone/slim; and brag about this capability - this is marketing, too, not only user friendliness.