While it is well know that in UDM data should be loaded sorted, to get better file compression and map structures. The world of PowerPivot (and BISM) is yet not explored. Working with a 50 millions rows table, I tested various scenarios to check if sorting affects PowerPivot data structures too.
Thus, the compression algorithm in PowerPivot seems to prefer sorted data (which is somehow expected, even if not obvious). The big difference is between sorted and unsorted data while changing the sort order does not affect the final size in an evident way. This is definitely expected since the ratio between transactions (50 millions) and accounts (240.000) is very high, resulting in a good sorting even with the most selective column. Different distributions in real world scenarios might lead to different results and they are definitely worth trying.
What is interesting is that the query speed of the final workbook is much better with the smaller ones, when compared with the biggest, i.e. unsorted. This might indicate that it is not just a matter of workbook size but even of internal data structures that result in a better optimized format when data is fed sorted to PowerPivot. I don’t have clear number here, but the difference is evident at first glance by pivotting over the data model.
The final hint is straightforward: if you use a heap or a table with an INT IDENTITY column for your fact table, then it might be useful to check different sorting and (as always) verify the final result. It might be the case that you are wasting memory and CPU due to a poorly designed data structure or, in other words, that there is space for improvement.