The issue of the sort not sticking has been reported as early as Sept 2016: Fixed sort order - #3 by matti
Does the website resort to sorting by ‘urgency’ ever now and again? That can be intentional, assuming users are using the website via a desktop/laptop (big screen and mouse) setup and hoping this way they will not overlook any beemergencies, which would be topmost by urgency and might not be by goal name.