Source

File: wp-admin/includes/class-wp-privacy-requests-table.php

protected function get_sortable_columns() {
		/*
		 * The initial sorting is by 'Requested' (post_date) and descending.
		 * With initial sorting, the first click on 'Requested' should be ascending.
		 * With 'Requester' sorting active, the next click on 'Requested' should be descending.
		 */
		$desc_first = isset( $_GET['orderby'] );

		return array(
			'email'             => 'requester',
			'created_timestamp' => array( 'requested', $desc_first ),
		);
	}