The grouping and higher-grouping columns are sortable, by qID − the table includes <td data-sort-value="Q1234">.
Users may want to sort by label.
Currently, the application does not know about any labels. It does look up the grouping label for the grouping link, something I’m not too happy about as it creates in PropertyStatistics a dependency on pywikibot.
(I may extend, simplify or deprecate the whole grouping-link behaviour via T237276) case.
As such, I’m not too keen to add further support for labels ; unless that querying could be done in the SPARQL.