fiddle- http://fiddle.jshell.net/26VU6/

steps to reproduce 

1)  Use above fiddle

2)  Sort by name ( by clicking column header)

3)  After sorting click, little gear on columns header.

4)  Select sort multiple.

5)  On Sort modal dialog click reset.

6)  All unsorted columns will disappear.

When you click apply. Its sort all columns  ( verify in fiddler ,all columns encoded in querystring for sorting)

Looks like new bug introduce in 2014.1 as this use to work fine with 2013.2.