The grid short icon(arrow) doesn’t sort the data grid instead submitting the page.
The source shows as below
<input type="submit" name="ctl00$ContentPlaceHolder1$_grid$ctl00$ctl02$ctl00$ctl01" value=" " title="Sorted asc" class="rgSortAsc" />
I have even tried adding the ImagesPath to the radgrid. But still have the same behaviour.