It is not advised to sort Student Grade Reports by anything other than the ID when learning objectives are being used.

If you have learning objectives and you try to sort the Student Grade Reports, you get multiple reports per student (overall + learning objectives). This means that if you have 2 objectives and 20 respondents, you will end up with 60 reports, and these reports will only display either that objective or the total performance. This is due to the nature of how learning objectives are reported.