I currently don't have any plans for it. I implemented the clicking signal because I believe it is a necessity for sorting columns. Other things like different colors, showing a small arrow inside the column header or even supporting sorting in the widget itself are extras that I am at this moment not going to spend my time on. I would love to see these things supported too, but I can't do everything at the same time.
Btw, if you use ListBox or ComboBox widgets then you may want to download and rebuild TGUI again. Together with the change to ListView I also pushed another change online which had a bug that could lead to a crash when using ListBox or ComboBox. The issue has been fixed by now. It slipped through my linux test that I ran before making the code public, but luckily it was caught by my windows tests afterwards (which actually runs the exact same code as the passing linux test).