In some cases, multiple objects can be sorted. More than one level can be sorted in the same view, but only one measure item at a time can be sorted in a view.
See also Why were Sorts Removed from Measure Items?.
In this example, there is a sort on the level in columns and a sort on an attribute relationship for the level on rows.
In this example, there is a sort on the Sales Units measure item.
Applying a sort to the Sales Amount measure item removes the sort that had been on the Sales Units measure item.