Is this feature something that could be potentially coming in the future? If this setting would be easily accessible like hiding a toolbar etc., then you could select your sorting order, then hide it, and if you want to change the sorting order you could just show the header again, change it, and then hide it again. Although, I never really change the sort order apart from setting it up the first time, so to me, that header is just occupying space I would very much like to have for my file and folder list. At least this is the case when I'm using list view, which I do all the time.
