Data Source Order depends on the data type. This field is a string so it is sorted in data source order alpha numerically. I don't know a way to make it run in the order from how you see it in your datasource other than running an index inside the database itself. 1, 2, 3, etc assigned based on how it appears in your datasource.
This sort order above applies to order in which columns appear not the data.
Are you talking about the data or columns?
If you are referring to data then "data source order" does not meat exact order in which rows appear in database as it is not stable (well, if you are not dealing with files that is). "Data source order" just means that we'll rely on database to sort the column for us using its semantics (i.e. how different case letters are compared or how special symbols compare agains letters etc).
By the way, what are you connecting to?
I am facing the same issue and I have a lot data and can't be sorted manually. Is there a fix to this issue?
I'm a brand new user (on 10.5.2 trial version) and ran into this today. As someone just learning the ropes, the "Data source order" name is misleading at the very least; like everyone else I was expecting it to sort to the same order as my source spreadsheet. I'll see if I can introduce a new "index" column into my source data to workaround it.