Can you please clarify if it is Sorting or Filtering that is not working in your list view? I see you've mentioned both in your descriptions, and these two functionalities can change differently in response to the configuration of the list view.
When using a custom activity for the report source of a list view, sometimes referred to as a "custom getContent activity", some list view functionality is disabled by default. This is done because that functionality cannot be guaranteed to work properly if the OOTB getContent activity is not used. Filtering is included in the subset of list view functionality that is disabled when a custom activity is used in place of getContent (in my testing, the "Enable Filtering" option on the ruleform was actually disabled as soon as I changed the activity). The following help article has some additional information:
I just ran a quick test in my local system with a listview similar to that which you described (Paging enabled, page size of 200, sort mode set to all pages, and a "custom" getContent activity), and attempted to sort on .pxCreateDateTime. I was able to see the sorting persist when I moved from one page to another so it looks like this functionality doesn't get disabled automatically when you use a custom getContent activity. My "custom" getContent activity is just a Save-As of the OOTB getContent activity, so its possible that something in the OOTB version is necessary for the sorting to work.
What happens if you test the your listview using a getContent activity that is close to the OOTB one (similar to the test I ran)? Do you still see only the viewed page being sorted? This test may confirm on whether or not the configuration of your custom getContent activity plays into the behavior.