Currently the modern dashboards table widget only allows the ability to sort by one column whereas creating the SWQL we can do as many as we want.
We should at least have 2 but more would be better
This is a feature of the Custom Table widget in the classic dashboard, and something I know I have used often, so I agree should be in the modern dashboard equivalent
A related issue is that once you select a column sort on, there appears to be no way to go back to an unsorted order. Really, I'd be fine if there was a way to leave it sorted as configured by an ORDER BY statement in the original query, but once you've set it once your stuck having to sort it by something.