It's doable if you have less than 400 values in the dimension. The trick is to mark them all, right click and chose "show only selected rows". Once done, they are sortable. Caveat: new values won't appear in such a table until you change the selection. 

I found a workaround for this which works well if the permuttaion count of your dimension is <= 400:- Show all dimension values in a freeform table- Select all of them- Right-click and "show only selected columns" -> Voilà, you can now sort by them.  Dangerous though if new metrics would come in, si...

This. So much. When can we haz it?