Have you looked for script triggers based on OnLayoutLoad or other? It sounds like there's a script being launched that sorts the records when you go to that layout.
(I'm assuming you're on FMP10)
This could be a lesser known "feature" associated with table occurrences. If I'm following this description correctly, you have two layouts. you're sorting the records on the first layout, but when you switch layouts, the records no longer appear in the same order.
In layout setup... check the table occurrence name shown in the Show Records From box for each layout. I suspect that you'll see a different name in this box. Here's the lesser known detail: even though your two table occurrences may refer to the same data source table, the sort order, current record, and found set are associated with the table occurrence not the data source table.
The solution: Switch to your labels layout first, then sort them. Or you can update the Table Occurrence names in the two layouts to refer to the same one.
Many folks get confused over the terms Table and Table Occurrence. To learn more, click the following link:
Table vs. Table Occurrence (Tutorial)
Excellent! I chose the label view first, then sorted and printed just as needed. Thank you!