I've finished creating my form now, but I came across this whilst writing up my documentation for maintenance tasks.
This occurs when adding new values to a drop-down list that has the "Specify item values" checkbox in the binding tab checked.
When I then try to sort my list using the built in sort buttons, it will sort the items, but the list of specified values in the binding tab does not sort reorder to stay with the original items in the list. This is hapenning when I sort from the Object > Field tab. If I sort in the Object > Binding tab then the sort will include the specified values.