We do support sort field in a muti-series data configuration using qSIChartView. I have just tried out a similar configuration in our latest release for SP2010 and I am also finding that sort field does not apply to the selected field. On the otherhand, this feature is working properly in our qChartView web part with a muti-series data configuration.
Could you confirm which version of QWP you are using, and also the SharePoint version? I will then create a defect log for qSIChartView which dev will provide a fix for.