Why it is not working that way might be answered in a little more R&D. But the quick solution is here. Select the dimension in the sort tab and write the same expression(you want to sort by ) in the sort by- expression window. For ease please find the attachment(snapshot).
It seems that you are getting some thing misodering in the sort tab. The dimention should be at the top of priority and then by selecting it you have to write the expression to sort it by. You can even ignore the sort option for rest of the columns(in sample application some are marked....which are redundant.)
