One click on title/filed name should just select the column, not sort it as sometimes you want to select a colum to calculate field or something else but do not want to have row order changed.. two click to sort is ok.
Well, context menu with field operations can be displayed by right clicking on any cell of this field. Don't see the reason to click on column header for that.
Reason (at list in my mind) is that when you want to change a bunch of records, it seams natural to click on column name. But I noticed that if you clicj right on the column name, I get the same menu. As often just a question of habits... You can close this one.