Global views do not seem to remember sorting settings.
Reproduce (the steps I used, others may also work):
1. Edit a global view from web interface
2. Change sort settings (either column and/or order)
4. Watch the global view list, try to edit again in the web interface or use a view from the Windows client.
Sort settings as set.
Set sort settings not showing in either the view list or the edit page, nor working in the client.