If the primary key column in your grid is not a direct property, but is present within a section in the grid, then sorting would not work. That is expected behavior. Sorting would only work if the property is directly one of the columns in the grid. Not when it is placed within a section.
When you compare the tracer for the column that you are able to sort and the column that you are unable to sort, do you see any discrepancies? Are you applying any custom control for the property that you are unable to sort?
For the purposes of testing, can you change the primary key to be a different property that sorts correctly now and then test if the problematic property continues to have a problem with sorting even when it is not the primary key? Are the values in the property trimmed properly or do they have space characters? Also make sure there are no special characters. Not sure if sorting may not work in those situations, but something to check.