Sorting options in a Dataview

I am often missing more options when it comes to sorting the data in a Dataview. What I would love is something similar to Excel, where you can choose several columns for sorting your data. I am aware that you can choose if an entity gets sorted by ID or Description or sort data based on a cube, but there are times when that is not enough. Users are often confused when you tell them that this is not possible, because they can click on a header and the data gets sorted by that column, so it is hard for them to understand that you cannot influence the sorting more as a developer.