In PBI, the table gets sorted based on the 1st column, but if you select any other column for sorting, the sorting remains applied, to remove this you would have to manually sort table based on the1st column of your visual, and if the arrow is what is disturbing you, then removing that column and adding again should solve your issue
@v-juanli-msft I'm having the same issue in a table visual. Example: If Sort Ascending is selected, nothing happens if I click Sort Ascending again. It seems the only option is to choose which column is sorted. I am using Version: 2.65.5313.701 64-bit (December 2018). Is this a known bug?
@palo173 Did you find a resolution to this other than removing the field and adding it again? I quite agree that is not a user-friendly option.