Grid column sorting and filtering for a column added in code

After adding grid columns in code and getting them to keep their column position after moving (see this post → Keeping grid column position for a column added in code), these columns will not sort or filter.   If I click on their header cell, and choose Sort Ascending or Descending, there’s a flash of the sort icon arrow, but then it disappears and no sorting happens.  Similar for filtering, if I enter a filter condition in the same context-sensitive popup, it is ignored.  When I add the grid column in code, I do set the SortField, AllowSort, and AllowFilter properties appropriately.  Any idea what I’m missing?