The seconds are missing in your date time format. That is not a problem, but be aware of the fact that the values are still sorted on the whole date time. The milliseconds part shows you only the fraction of a second, it does not contain the seconds multiplied by 1000. If you use dd-MM-yyyy kk:mm:ss.SSS, you will see that the ordering is correct.
You could add a separate attribute in which you transform the date to a unix timestamp and use that for sorting, although that would not help when the user manually adjusts the sorting. It will be more exact sorting. Also send in a bug support ticket to checkout if MX can resolve this issue.