Take a look at the help:
When space is limited and not all dimensions and measures can be displayed in a table, the column picker appears on the right in the table. When you click the column picker, a list is displayed with all dimensions and measures in the table. You can temporarily change the order of the columns by dragging them in the list, and you can make selections in all displayed dimensions, as usual.
The order changes that you make in the column picker are not permanent and do not the affect the column order or the sorting order set in the properties panel.