When I select the sort option from left to right, it still does sort from top to bottom.

That's the major fault, but the sorting is a major bug and ui collection:

Bugs:
* sort options are not sticky: when  you do select the same range of data again, the former option such as "Range contains column labels" is not kept.

* sort now failed with the option of column labels: it did show the column labels to select from, but it still did include the labels within the sorting, thus moving the first row downwards

User Interface:
* the selection of sort criteria is very user unfriendly. If you want to see a better implementation, check e.g. FileMaker: A left column with available fields (labels), a right column to move the fields over and the option to reorder the selected fields (labels) - either by drag'n'drop or with up/down arrows

* the major requirement to use the pop up lists is not user friendly. It's a poor copy of Excel, while over there you still may edit the selection by hand, e.g. to enter both the label or identifiers such as "column z"

* field selection should trigger automatic sort options: when I do select the full table, full columns or full rows, it's very probable that this selection would include range labels. On the other hand, selection of a few cells only probably could mean no range labels, but data only.