There are two situations (most likely strongly related) where I was able to interact with the TableView or TreeTableView controls and not see the sort order dots when expected:

1) Simply click on a column, then shift click on another and then another. You should note that in the second and third clicks sort order dots did not appear. You can bring them back by continuing to add more columns to the sort order, but the visuals are never 100% accurate.
2) After doing step 1, if you reorder the columns, you'll note that the sort dots disappear.

See the attached screenshot.