Only sort on the user-selected column in a Table, not all of them

I have a Table with about 50 columns. About two of the columns can have more than 1000 characters.

According to the UI, I'm only sorting on the first column. The other columns have no sort indicator present.

However, that first column is sorted, as well as every other column.

This is very expensive to get results from my query as my data source is Azure SQL Data Warehouse, connected to Azure Analysis Services through DirectQuery.

Please only sort on the user-selected column in a Table, not all of them.