A client alarmed me today, showing me that in one document library a field I created didn't allow users to filter or sort on it. I couldn't find why in that library it did that, while the same site column in all other libraries allowed filtering and sorting. Checking in sharepoint manager showed no difference between the field in the different libraries - so I was stuck on that one as well.
After a while it dawned on me - the difference between the libraries was that in the one that was misbehaving the column was specified as a key filter - to help users filter and sort on it from the metadata navigation panel. This disabled the sort and filter in the list view.
Learn something new everyday = high blood pressure for the rest of your life.