We can't sort data in Multi-select control. Kindly find our settings as follows:-
1. We add data in database.
2. Using the "Populate control with Data" rule, we sort the data by RoleID column in Ascending order.
3. Data displayed on the multi-select control is not sorted according to the RoleID as configured.
This is found to be a known issue on versions prior to 4.6.11.
This will be fixed in a future release. At the moment, the data will be automatically sorted by Display Name.