Ok, i've found a hint.
The trouble probably happens when using “TRUE SCROLLING ROWS” method.
Watch by yourself:
1) Go to your JQgrid Demos -> New in version 3.6 -> True Scrolling Rows sample.
2) Resize “NAME” column header, until “CODE” column disappears on the right side.
3) Scroll to the right with the scrollbar.
4) Click “CODE” header to sort.
The grid reloads with the wrong header/grid alignment.