OK, I've tested this and here is what happens.
Lets say we have a view Sorted by Project name ascending.
There is also a column in the view of Inspector Name
The view has 100 records showing and more than 100 entries so there are multiple pages to the view.
If User 1 and User 2 open the view the view is presorted to Project Name. Now while the view is still open User 1 sorts the view by Inspector Name. Then, User2 clicks on page 2 of the view. Page 2 will come up sorted by Inspector Name and not remain as the Project Name Sort.
The problem is that in an office with multiple users all using primarily the same view and sorting different ways, it becomes difficult to find things as the sorts change when you click between pages in the view.
I hope that make sense?