There are those that dutifully follow their car GPS right over a cliff. I apologize, as my previous instruction of shift-command-A should have been command-A, or more precisely, use your mouse to select the list of sortable items. Once your list is properly selected, then the WordService sort will work correctly, whether by using its keyboard shortcut, or accessing the Pages Services sub-menu.
Microsoft does have 32 years of progressive development behind Word, and most of that to add features requested by its corporate customers that have spent a fortune on Word/Office licenses. Apple's goal was not to create a Word clone, or even a close competitor, but to give Apple users something inexpensive, simpler to use, and with enough features to address non-professional grade deliverables. And then they lost their way and introduced Pages v5. I don't disagree with your assessment that Pages should have sort functionality, but Apple's user radar has gone out.
Going back to Word is my recommendation for those that already know it, and require professional grade document interchange, or advanced WP features. I would not fool with Office for Mac 2011 at this juncture, and for Yosemite and later, would engage Office 2016 for Mac.