Hi all!
I investigated this further and if you don’t have access to manage another user My Tasks, you will only be able to filter by Due Date or Project. Once the user grants you access to manage their My Tasks, you will be able to have all the filter options including None.
Please note you can change the sort order of another user’s My Tasks for yourself (sorting another user’s My Tasks will not impact the order of the owner’s My Tasks).
I hope this helps to clarify!