Currently when you utilise the project filters under <your project> > Issues > All Issues as an example, the sort order is pre defined to sort by "Created" date.

If I change the sort order to be by Key as an example, and navigate away from this screen and back, my earlier sort preference is not saved.

As a user, it will be useful to be able to select my sort preference/customise and save it to be used as my personal preference.