For any Date field "Default Properties -> Sort" should retain the sort at different level of date aggregation.
Once a sort logic is assigned it should be universal. Or at least provide the end user which worksheets should use the default sort logic.
Take any Date Field & right click > Default Properties > Sort.
Sort it in descending order of data source.
Now drag it on a filter shelf.
Amongst all these options for the filter only the highlighted items will inherit the sorting, if u try to choose other type ' #' fields then the default sorting is gone totally.
See the view here to understand this behavior. The Descending default sort on Quick filter only works for the first filter, other filters have lost the default sort behavior