After my complaining about Pages (7-24), let's hear from John Carter who explains how to sort lists:
"Pages will only sort lists that are in a table. Here’s the process (gleaned from here):
Select the paragraphs to sort.
menu Format > Table > Convert text to table
Select the table cells, then
Inspector > Table > Edit Rows and columns > Sort …
Finally,
menu Format > Table > Convert table to text."