Tested this in Enterprise Edition, Version: 3.2.1-#89 and once you have a sort order selected, even the workaround in the parent issue does not seem to work. When I select a new column to sort on after having 3 sort columns already selected in a saved filter, it still has the 2nd and 3rd sort options, which I can't find a way to change. So it appears that in order to change the sort order, I would have to recreate the filter from scratch.