Yes, me too....
I have really enjoyed using Power BI and have created some reports and dashboard, but it will be very helpfull, if we could save the changes we have made in 'see records'.
The closest thing that I found, as I too was having this problem, was to go to the data view. Choose the table with the columns you do not want to display, right click Hide in Report View.
While this doesn't do anything for the sorting, it does retain only the columns you want to see as you flip back and forth from the charts to the see records option.
I'm having the same issue. Can't get the See Records to show only the columns I want. After I rearrange in the See Records view, then click out and back in, the columns are not saved.
This feature is very needed. The end users need to resolve scenarios where records don't meet certain criteria. Hitting them with every value in the dataset is not efficient. Hopefully this is coming soon!