The page shelf is not the same as a filter, rather it shows each dimension individually one at time. The sort is still applied to the entire sheet (even if some of the data is not being shown). When the data is filtered out, the sort is reapplied. Would using a global filter work as an alternative solution?
It took me a while to realize that pages don't act like filters. I really needed the pages shelf because I wanted the option of playing the data, but turns out that the play feature won't be an option on Tableau server, so I ended up using a global filter and a slider. Thanks for the reply and great answer!