Sorting for custom column in WordPress admin post table

The filter name is slightly off – use manage_edit-st_kb_sortable_columns. As for the actual sorting not working, you need implement the logic yourself:

function wpse_208315_sort_by_status( $query ) {
   if ( $query->is_main_query() && $query->get( 'orderby' ) === 'statuses' ) {
        $query->set( 'meta_key', 'status' /* Post meta field name of status */ );
        $query->set( 'orderby', 'meta_value' );
   }
}

add_action( 'pre_get_posts', 'wpse_208315_sort_by_status' );