The site you are managing has a "Comments approval" process.

In Drupal 10 and Drupal 11, the administrative Comments listing is provided by the core comment View. In core’s default views.view.comment configuration, the comments administration display uses the table style, includes the entity_id field labeled “Posted in” , and that column is present in the table configuration. However, core sets that column’s table option to sortable: false , while other columns such as Subject, Author, and Updated are sortable. That is why moderators cannot sort the approval page by the content item the comment belongs to, even though the field is already there.

Because the existing approval page already uses a View, the simplest solution is to edit that View and enable sorting for the Entity ID / Posted in column in the table settings. Creating a brand-new View would work, but it is not the simplest option because it duplicates an existing administrative display. The other options do not address the actual issue with the current moderation screen. Drupal’s content administration documentation also confirms that comments are managed from the Comments administration page, making improvement of that interface the most appropriate site-building solution.