I have posted this view before.

It would be nice to have an "Hierarchical sorting" feature for the list columns in the multipicker.
As per today it can't be done!
It is only possible to sort one column at the time (and that also have strange behavious)

(this because all time spent on searching in the pickers wastes so much unnecessary time)

+ 1

+1

+1

+1

Yes, sorting on multiple key fields would be very helpful

Another vote of support.

+1