Hi Vch
I'm Anna and I'd be happy to help you with your question. In this Forum, we are Microsoft consumers just like yourself.
Sorry for the trouble this might have caused. The reason is that when we sort the column, it will change the value of the cell. So, actually, it is an "edit“ process. But the protected worksheet in Excel Online is in a read-only mode and we can't change it. So we are not able to sort the column in Excel Online. As a result, we need to sort it in the Excel client.
I hope this helps ;-), let me know if this is contrary to what you need, I would still be helpful to answer more of your questions.
Best Regards,
Anna
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