When using the matrix (pivot) style the row and column groups automatically set the group by and the sorting by properties for the group.
To retain the sort order from the input dataset,
- open the properties of the row/column group,
- select the sorting tab
- remove all the sort items.
I do this regularly with SSAS datasets where the months have a key value of Year/Month but show the month / year as "April 2010". The automatic sorting reverts to alphabetic sort by month name.