From what I see it's not what I need. add_many_many_sortable_relation adds SortOrder to a new table MyPage_Item, hence SortOrder is personalized for each MyPage page. But in my case I need the old way, where there's one SortOrder hold in a table Item. This is maybe unusual, so let me show you a sample (I'm really using it this way on my site):
On my website a have a list of categories (Items) the user can use to filter Products (MyPage pages).
Let's say: Category_A, Category_B, Category_C, Category_D. The list of categories is the same for each Product, so it doesn't make sense to order this list on each MyPage page (it still makes sense to keep SortOrder in Item, I want to keep the list of categories customizable). However, I still need many_many relation, because each Product is linked to one or more of categories. For example Product_A (MyPage) belongs to Category_A, Category_D. Product_B (MyPage also) is linked to Category_A, Category_B, Category_C and so on. To keep it flexible I need to be able to add Category_E, for example after Category_B, I would get: Category_A, Category_E, Category_B, Category_C, Category_D. I don't want to sort categories for example alphabetically because in my case it's better to sort them by marketing priorities rather than other criteria. Also for obvious reasons (lots of ManyPage pages) it doesn't make sense to set up the same order (Category_A, Category_E, Category_B, Category_C, Category_D) over and over on each MyPage page (add_many_many_sortable_relation).
For a similar case take a look at http://www.ea.com/ They have a list of categories for Platform (Xbox 360, Wii, ....) and they don't sort this list alphabetically (in the above sample Platforms are Items). They sort it by importance and it's customizable (they were able to add iPad recently;). On the other hand each game (MyPage) is linked to one or more platforms (many_many).
This is possible there's some other relation in DOM I don't understand but I'm pretty sure add_many_many_sortable_relation is not a solution (and I've tested it). Also I simplified the example because additionally for each Item/category I hold more fields than just a name. The important thing is the SortOrder worked exactly as I wanted in previous versions of DOM (was it not intended)?