@D3F3AT In addition to what @mufasa wrote, I would add that on your Prime 4 you could also press the icon at the top right and set the sort order by BPM (or other methods) without having to do it with Engine DJ Desktop.
The operation you performed on the Desktop is useful if you want to sort your playlist by two different criteria: for example if you want to sort by BPM and key, which you couldn’t do on Prime 4. So in this case after sorting with the two above criteria, you will then have to highlight all the tracks (on Windows by CTRL + A) and then right click on the tracks and select to renumber the tracks. When you go to Prime 4 you can set up sorting by track number and you are good to go.