The documentation states, in different places, that a merge sort occurs on the mongos, or on the Primary database of the collection. The documentation may need to be reconciled, or, if I'm misunderstanding what's being communicated, clarified.

I believe that the mongos is the only shard that merge-sorts the results of a .find() query.

Statements in favor of each:

• the primary shard
  • "If the query specifies sorted results using the sort() cursor method, the mongos instance passes the $orderby option to the shards. The primary shard for the database receives and performs a merge sort for all results before returning the data to the client via the mongos."
• the mongos
  • "If you call the cursor.sort() method on a query in a sharded environment, the mongod for each shard will sort its results, and the mongos merges each shard’s results before returning them to the client."

I also note that the explanation references the $orderby option, which, according to the documentation, is deprecated as of 3.2.