The order by option in JQL seems not to be used when generating xml, excel or printable.

At exporting or switching a searchRequestView to other vies based on xml/rss the sorting of the searchrequest (stored in the Database) is not used.
It is using default key desc.

The only workaround is to reorder the searchresult or adding something like &sorter/field=status&sorter/order=ASC at the searchrequest url.
At this time the filter is marked as modified and the search query is placed into the url.

For searchrequest-xml it is similar, only works with s.th. like:
/app/sr/jira.issueviews:searchrequest-xml/10605/SearchRequest-10605.xml?tempMax=1000&sorter/field=status&sorter/order=ASC

The permanent link is not usable as you want to export "current view"-fileds.

This issue also affects the jira issues macro from Confluence too.