So a few things here:
For ad-hoc exports from the Product Overview, these will exports will follow the order in which they are shown in the table. So this means that sorting the table will give you the right output.
☝After seeing your question, we decided to double check to make sure it was working and... it isn't. So we have created a ticket to fix the issue! We apologize for the inconvenience but we thank you for helping us identify the issue.
And for Channels, this is something we are investigating to understand how this impacts user workflows. When you export from a Channel, when and how is it important that it is sorted? Is it only for spreadsheet outputs or also for XML?