Not weird at all. There's no need to sort as all rows match all rows with that join you've specified. Look at the join columns in the merge join () = ()

This is essentially what your query boils down to:

SELECT tblA.aa, tblb.bb

FROM tblA FULL OUTER JOIN tblB ON 1=1

For a merge join, the two inputs need to be sorted on the join column, except there is no join column, so any order whatsoever will do.