Just to explain, the reason this is tricky is that if a column and/or sort configuration only applies to a single collection then you have to somehow set it for every existing collection in your library.

In Thunderbird, you can configure columns — but not sort order — in a folder and then apply those columns to either another folder or a folder and all its subfolders. That works OK for choosing columns, since you have to do that in the column picker anyway, and that's where the "Apply columns to…" option is, but it doesn't really work for sorting, because you could easily know how to sort columns without discovering the column picker, and then you'd just be annoyed that you weren't getting the same sort order in all your collections. And I think even in Thunderbird the reason it's OK for column changes not to be global is that you're generally dealing with a pretty small and static set of folders, so once you set it up how you want you can mostly ignore it. In Zotero you might be adding collections and searches all the time, and even if new collections inherited the parent configuration by default, I suspect it would get very frustrating if you had to keep changing the config in different collections.