This can be simply explained on the basis of Like Dissolves Like .
Water being a polar solvent has net dipole moment and KMnO4 is an ionic compound. There is strong ion-dipole interaction take place between water and KMnO4ā.
But Sugar having a large number of hydroxyl groups which form a H-bonding with KMnO4.The H-bonding is weaker than the strong ion-dipole interaction.Therefore, water dissolves faster than sugar in KMnO4