I generally sort in tempdb because I don't want my database to grow. Growing takes time and consumes space long-term. Also, the tempdb is usually on a different disk, so that can reduce the amount of time the index sort takes to complete. If that disk happens to be an SSD, that's even better.

All that being said, if the sort can be done in memory, the operation ignores the sort_in_tempdb option completely. I admit that some of the larger tables won't have a prayer of being able to be done in memory, but that threshold depends on how much memory your servers have and what's being consumed by SQL and everything else.