Most datatables are sortable by all columns. At the moment only the column that is currently sorted shows an arrow within the column header. For new users it might not be directly visible that it is also possible to sort the table by any other column. Instead of only showing an arrow for the column that is sorted, we could show double arrows like this for all columns that are sortable and a single highlighted arrow for the currently sorted column.
It is actually by design: showing less icons helps focus on the data. we wouldn't want to show an icon in each column all the time. Sorting is currently weakly indicated via the "Cursor" element but quickly learnt by users. I find it's confusing how there is no feedback on click, so adding a "Loading" icon would help. Otherwise we can look into material design tables. For example here: https://stackblitz.com/angular/gxnyjaqgeje?file=app%2Ftable-sorting-example.ts what they do is show the sorting icon on hover, with an animation (not sure if it's better than what we have...). In this other material lib: https://material-ui-next.com/demos/tables/ they make the text bolder on hover.