We have been unable to replicate this behavior. The sort order is saved in the Database for each user. We save the sort order for each user by section, so tickets will have one, chats will have one, etc... This means that setting the sort order in closed Tickets will also set the sort order for active Tickets.
If you are not seeing this behavior we suggest that you open a support ticket so that we can provide you more in-depth help.
Eric McCarthy
Software Developer
SmarterTools Inc.
www.smartertools.com