In https://www.mediawiki.org/wiki/Wikidata_Query_Service/User_Manual/MWAPI#Supported_services srsort is not specified as supported.
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It is supported, though:
SELECT * WHERE { SERVICE wikibase:mwapi { bd:serviceParam wikibase:endpoint "en.wikipedia.org"; wikibase:api "Search"; mwapi:srsearch "cheese"; mwapi:srsort "create_timestamp_asc". ?title wikibase:apiOutput mwapi:title. } } LIMIT 20
I’ve updated the documentation to hopefully make this clearer.