There’s some discussion about this over here if you want to dive deeper on this particular issue: Nest subcategories under their parent categories in the sidebar
I do think the fact that what is in the sidebar is a subset chosen by the user matters, and makes it likely in appropriate to use the site-wide chosen sorting.
I suspect that for the kind of problem we’re discussing here, it’s going to be more important to allow users to have multiple sections so they can group things in a way that matters to them, rather than giving them too much fine grained control over how they are sorted.