How can I query Tasks in the order of their related User Stories on the Backlog?

We are using the Agile process template in Visual Studio Team Services and prioritize User Stories on the Backlog. We are not explicitly prioritizing Tasks but rather, work on them based on the order of the User Story that is their Parent in the Backlog (drill down to the Task through the User Story on the Backlog).

I would like to make a query available to developers which is focused on Tasks that are assigned to them but ordered by the User Story on the Backlog with which they are associated. It is intended for use in the My Work pane of the Team Explorer in Visual Studio where I found that only the top level of direct link and tree queries are returned - not the child items.

Filtering based on linked Work Items is well supported but I have not so far found any means of sorting by linked Work Items. Note the Stack Rank field in the 'Filters for linked work items' region in the screenshot below this filters and does not sort which is what I am after.

"Available Work Items" in "My Work" panel only show the top level items of the query by default. There isn't any way to change this for now. And ordering by the linked work items isn't supported for now either. You can submit a feature request on VSTS User Voice.

The alternative way for now is just like what you said: Clicking "Open Query" to check the detailed result of the query.