1) add the northwind data source
2) add a grid
3) in grid->Properties/Options->Features->Sorting->Column Settings->ContactName click allow sorting so it says "true"
4) back out, go to Preview and note the ContactName is not sortable, repeat step 3 for the other 2 columns and it does what you would expect in preview.
Thank you for contacting Infragistics Developer Support!
I have tested that, and I was not able to reproduce your issue.
Can you please try to refresh the webpage with Ctrl + F5 and let me know if that resolves it.
Thanks that did the trick