Wow, that would be astonishing, alright. I don't even understand how this is conceivable. The table is ordered by one column at a time. I must be misunderstanding you.
Wow. Now I'm astonished for an entirely different reason. ;-)
Let me try again:
1) You go to the Members list of your group.
2) You click on the Email column header.
3) You want it alphabetical, so you click on it again if necessary.
4) You decide to look by Applied/Joined, so you click on that column heading.
5) You want to see most recent first, so you click again if necessary.
6) Now you click back on the Email column header.
7) You observe that it has flipped over to reverse alphabetical order.
Is that what you expected and want? Not me. I think it is astonishing and undesirable that something I did to the direction of the Applied/Joined column changed the direction of the Email column when I switch back to it.
If you're still confused, do the steps again, but this time at step 5 leave the Applied/Joined column oldest first. Now what do you see at step 7?