Actually, the problem is not in sorting, but in switching sorting to a different column with mouse. When application started, it enables sorting of default column for this application, but that selection cannot be changed. In first time I think this is kde config files problem, but then I have created new user with plain home directory, and problem is still there. I have tested applications: kysguard, ktorrent, keepassx, akregator, dolphin. I run qt-demo, sorting as well not switching in Qt file selection dialogs. From which I concluded that this is Qt bug, or Gentoo-related Qt bug. When I have googled this problem, I seen similar bug on virtualbox machines with mouse integration enabled, but i have real machine. I have qt-core-4.6.2-r1 and qt-gui-4.6.2, I tested apps with and without glib and gtk use flags, same result. Previous version (4.5.3) of those libs have this problem too.
Created attachment 236541 [details] emerge --info
You have to report this bug upstream http://bugreports.qt.nokia.com/secure/Dashboard.jspa Thanks
I can't reproduce with e.g. ksysguard.
As Markos said, please report this issue upstream.