It should be fairly simple to do this - assuming that you mean a "drilldown" scenario that is controlled simply through visibility (the most common type of course, but I often encounter confusion surrounding the term "drilldown," and wanted to ascertain that ...). In that case, the "subcolumn" is really just a hidden column - with the same capacity for settings as any other.
Get back if this is not the case, or if you need some sort of expression-based sort - the flexibility of SSRS is pretty amazing, and I'm sure I can make some suggestions ...
To be clear about this I took a screenshot of my report in layout view and preview mode (attached is interactiveSort.JPG).
What I'm trying to retrieve here is when the f.exs. value "20" from the "Probability" column is chosen, the "Last Modified" date values in that category can be sorted with Interactive sorting. I've tried to add interactive sorting the "normal way" but that causes the columns to collaps again.