Need to add a Sort order near the column name.
Example:
<selectionsColumn name="ids" sortOrder="10">
<settings>
<indexField>entity_id</indexField>
</settings>
</selectionsColumn>
<column name="entity_id" sortOrder="20">
<settings>
<filter>textRange</filter>
<label translate="true">ID</label>
<sorting>asc</sorting>
</settings>
</column>
<column name="name" sortOrder="30">
<settings>
<filter>text</filter>
<label translate="true">Name</label>
</settings>
</column>
<column name="email" sortOrder="40">
<settings>
<filter>text</filter>
<editor>
<editorType>text</editorType>
</editor>
<label translate="true">Email</label>
</settings>
</column>