OFM good idea but likely not the cause as my cookies are only cleared when I close the browser. Not all are rejected either as I recall settings when last checked. I've also experienced trouble just viewing a message and returning to the list at times the sort reverts back to default. Been this way since the very first time I used the message system here. So missing cookies doesn't explain why the sort order isn't retained even for the current session.
The current system has been the pits for me, hate the way it displays messages. I prefer just a list of messages only, much like viewing a section of the main board; where the messages are then like individual separate threads.
Add 12/1
I did a test to see if cookies might be the issue. Without additional data otherwise have ruled cookies out as possible cause. Reason is that loggin is stored as a cookie likely, and going to another site and not logging out, upon returning find still loggen in. This is done while in the same web session (not closing browser, end connection).