Bear with me for a moment so I can give it another try. Lets forget the second image as it appears to cloud the issue at stake.

I have the grid with GroupBy Country view in place. Next I click on [USD Total].

What my users are asking for is to see the data being sorted by [USD Total] and the result should be something like this.

Country 0
Country CH 251,410
Country SE 6,501,961
Country NO 11,501,126
Country US 29,859,050

Thanks again

Thank you for taking the time to answer. Unfortunately, this is not what I was looking for.
Looking at the first image, with the groupby on Country in place, when I click on [USD Total] I would like the sort on that column and that column alone. In other words, I need to see this:
Country 0
Country CH 251,410
Country SE 6,501,961
Country NO 11,501,126
Country US 29,859,050

Of course when I expand a row (like US in second image) I need the data sorted within the group as well which the grid does indeed correctly.