Hello Tammy,
I'm on 1.28 and the behavior is same as mentioned by Jay.
1. By default the sorting is: Ascending sort by Dimension (country)
2. When the mentioned icon is clicked, sorting is: Descending by Measure (Discount)
3. When the mentioned icon is clicked again, sorting is: Ascending by Measure (Discount)
and finally back to default again.
It seems, Descending sort by Dimension is not possible.
Please check and confirm.
Regards,
Chaithanya Rao