Based on your picture, I now see what you are trying to do.
I can confirm the exact behavior you see on my system. When using TREE SELECTION of anything other than "all", sorting via the drop down menu does NOT WORK.
That said, I think your approach to sorting and searching could be enhanced quite a bit by ditching the Tree and using Panes instead. You are using file system folders as an organizational element. That's ok, but it's really very limiting and crude. If you were to instead tag your videos with keywords, series, or other tags that identify them, things could get a lot more interesting.
See my attached screen shot for what I do with TV series.
See how I have drilled down through the selections, left to right, in order to find what I want? Notice that the last Pane up top is a sorting Pane. I can define any sorting criteria here. Then I can very conveniently click it right in a Pane instead of having to go to the top area, find the drop down, then find sort, and finally find the kind of sort I want. I just click once and get the sorting I want. The sorts I define can be based on any criteria. It's just a matter of defining what you want to be inside that pane.
As I said, I DO see your issue. I'm just trying to give you some information on how you might use MC better. I've always found Tree Browsing to be fairly awkward. Perhaps you'll try Pane browsing and enjoy it.
Take care,
Brian.