### Apache Airflow version

Other Airflow 2 version (please specify below)

### What happened

Hi, I'm currently on Airflow 2.4.2
In /home when sorting by DAG/Owner/Next Run and going to the next page the sort resets.
This feature only works if  I'm looking for last or first, everything in the middle is unreachable.

### What you think should happen instead

The sorting should continue over the pagination

### How to reproduce

Sort by any sortable field on DagList and go to the next page

### Operating System

apache/airflow:2.4.2-python3.10

### Versions of Apache Airflow Providers

_No response_

### Deployment

Official Apache Airflow Helm Chart

### Deployment details

_No response_

### Anything else

_No response_

### Are you willing to submit PR?

- [ ] Yes I am willing to submit a PR!

### Code of Conduct

- [X] I agree to follow this project's [Code of Conduct](https://github.com/apache/airflow/blob/main/CODE_OF_CONDUCT.md)

self,
        message: str | Markup,
        category: str = "info",
        roles: list[str] | None = None,
        html: bool = False,
    ):
        self.category = category
        self.roles = roles
        self.html = html
        self.message = Markup(message) if html else message
    def should_show(self, securitymanager: SecurityManager) -> bool:
        """Determine if the user should see the message.
        The decision is based on the user's role. If ``AUTH_ROLE_PUBLIC`` is
        set in ``webserver_config.py``, An anonymous user would have the
        ``AUTH_ROLE_PUBLIC`` role.
        """
        if self.roles:
            current_user = securitymanager.current_user
            if current_user is not None:
                user_roles = {r.name for r in securitymanager.current_user.roles}
            elif "AUTH_ROLE_PUBLIC" in securitymanager.appbuilder.get_app.config:
                
                user_roles = {securitymanager.appbuilder.get_app.config["AUTH_ROLE_PUBLIC"]}
            else:
                
                return False
            if not user_roles.intersection(set(self.roles)):
                return False
        return True