I was really surprised to not find this already suggested. Let me know if my search skills are just failing me.
I wish we could sort data views by field domain labels. We can already sort by domain labels in the Filter widget.
For example, the filter below allows users to filter a data view by race. Each race has a domain value behind it, with American Indian being "IA" (don't ask me why), Asian being "AS," and so on. Since the Filter widget allows me to sort based on the labels rather than the values, I can present the correct alphabetical order to the user:

However, I can't sort the associated data view based on these labels, so the races are instead sorted in a Table widget as:
- Asian (domain value "AS")
- Black (domain value "B)
- American Indian (domain value "IA")
- (and so on)

If this were my own data, the simplest thing would be to just change the "IA" domain label to "AI." However, this isn't my data, and I would prefer not to mess with the actual data or have to ask the data preparer to change their practices. As a workaround, accessing the data via Arcade and making the switch there might work in some circumstances, but unfortunately not mine for this particular dataset (just churns endlessly).