You could write a sort record script and have it trigger on layout entry for any of the layouts where you want them sorted.
Sort orders specified from a client computer are specific to that one user and do not persist when the user closes the file. (Another user might choose to sort the records in a completely different order and you wouldn't want that sort to suddenly change what you see on your computer...)
You could use Perform Script On Server to sort these records and then the next time that you open the file as a client, you should see that sort order as the default sort order for that layout.
But please also note that the check box to keep records in sorted order means that the records will change position in the found set automatically if you edit a field specified in the current sort order in a way that requires that change to keep the records in order. It won't keep users or scripts from sorting the records in to different orders or even unsorting them. And any find that you perform will show the records in unsorted order unless you re-sort them after performing the find.