This is related to another post of mine related to issues with work item attributes of type Deliverable:
https://jazz.net/forums/viewtopic.php?t=20434&highlight=

Basically, Found In is an out of the box attribute of type Deliverable. We've created a custom attribute that is also of type Deliverable. When we go to build queries and configure the Result Layout tab our custom attribute doesn't list as column which can be sorted. However, we can select other custom attributes as columns and we can select Found In which is also of type Deliverable.

To make it even more confusing, if you display our custom attribute in the query results and run the query, you can still click on the column heading for this field and it will sort the column even though it seemed like this was not possible when configuring our query.

Does anyone know why this is? My feeling is this may be a bug.