From MSDN Documentation:
In Integration Services, the Merge and Merge Join transformations require sorted data for their inputs. The input data must be sorted physically, and sort options must be set on the outputs and the output columns in the source or in the upstream transformation. If the sort options indicate that the data is sorted, but the data is not actually sorted, the results of the merge or merge join operation are unpredictable.
When I read something like this my first impression is that I believe there must be a significant performance increase or a significant simplifying of complex logic happening under the hood. Not sure if that helps you, but if you want, I got the info
here[
^].