Now that issue
JRA-3454 is finally fixed, there's something missing from it:
The sort order reverts to the default "from first to last" everytime the session ends (i.e. the browser closes or you log in from another computer).
This is intuitive and since users wanting this feature usually want the sort order to stay the way they have set it ("from last to first"), I believe this to be a bug, but am marking it as an 'Improvement' anyway.
Sort order should be stored in some kind of per-user preference.