I cannot find this in the documentation but in my experience, this event is not captured at all if sorting has been turned off for the column(s).
If I use the Open event to turn off sorting for the columns (ListBox.SortTypes.NotSortable), then when I click on the header area the event code does not run at all.
In my situation, I did not want any columns to actually sort but I did want the user to be able to click in the header area and have something happen.
I am able to work around this with what seems to be to me to be kludgy code. I have to leave the columns Sortable. Then I can return True from the event which thwarts the sort. And then I have to
Me.HasHeading = False
Me.HasHeading = True
to get rid of the meaningless sort direction indicator. Doing all this, I can capture the HeaderPressed event and do what I want (which happens not to be related to sorting)
I post this to try and get confirmation that in fact what I say is true. If this is described in the documentation somewhere, I would like to be pointed there.
Thanks for your time.