Hi Long,
I am afraid that I was not able to reproduce the issue. Also I have created a simple sample to test this issue and it is available in the following link.
http://www.syncfusion.com/uploads/redirect.aspx?&team=support&file=GroupedCoumnSorting2038260505.zipPlease have a look at the preceding sample and if still the issue exists, could you please try reproducing it in the above sample or send us the reproducing steps so that we could sort out the cause of the issue and provide you a solution?
Regards,
Ragamathullah B.