Currently the sort order of a single select field is only useable when records in the same table are sorted by that field. Very often single selects are looked up in another table, causing the sort order to be lost and the records sorted alphabetically instead.
To preserve the sort, the current alternatives are to 1. Create a formula field in the destination table that prepends numbers to each option in the lookup, which is not so pretty and error prone if options or names in the single select ever change, or 2. Break out the single select field into a new table with an additional ‘Sort Order’ field, which has to be filled in for each record, then looked up in the destination table – usually overkill.
Since sorting order is already baked into single select fields, it would be awesome for this sorting behavior to carry over to any tables that look that field up!
I can see how preserving the sorting behavior of the single select may cause confusion as a user if you’re unaware that the source field is a single select, but that may be alleviated if the lookup was also formatted with the same colors as the original single select, similar to how lookups of linked records are now formatted the same as linked records.