Right now, on reports, you can add a column, sort by it, and then remove the column and the sort remains (at least when I test it, it does). However the Sort menu shows blanks. This can also be a tedious process - adding columns just so you can sort by them and then remove them.
The Filter function on a report works on ALL columns on the underlying sheet(s), regardless of if they are displayed or not.
The Sort function should have the same functionality - the ability to sort on all columns of the underlying sheet(s).