Bernd, it's a nice idea but it cannot be applied in a such straightforward way.
First of all, sorting is not an action, it's a state. We do not "resort the table", but we "keep table sorted". The difference matters when a new bug record arrives into table. So, we cannot just forget the previous order.
That means that we have to remember last N ordered columns. How many? We also have to somehow display the secondary, tertiary, etc. order with some different arrows in the table header.
However, you made me think of a simpler implementation of multiple sorting. One of the problems in implementing multiple sorting is how to arrange user interactions, how would the user be able to switch sorting direction for 1st, 2nd, 3rd, etc field; change the order of fields in the sorting sequence, etc.
I just thought that we could make a simple solution: any click on a table column header (except for on the currently selected 1st order column) adds this column as a primary sorting column, shifting all previously selected sorting columns. That should solve 80% of cases with 20% of effort. Thank you for the idea!
Best regards,
Igor