We have just migrated our site from SP2010 to SP2013 where we have used DataFormWebPart in many pages. But after migration the sorting is not working properly on those pages.
Sorting only works when we click on column title. If we click on small arrow icon near header title and select either 'Ascending', 'Descending' is not working from context menu.
It used to work earlier in SP 2010
Here is screenshot of the same.

Same is observed when I create new DataFormWebPart in SharePoint 2013. Does anyone encountered this problem earlier?