Ok, there seems to be a lot of noise in this topic, while in fact it's pretty simple. If you specify a Static Entity as Source Entity instead of supplying a Source Record List, the Platform will query the Static Entity for you. If the Static Entity has an "Order By Attribute" defined, the Platform will sort by that Attribute, ascending. If you have created a Static Entity and didn't change the default Attributes, that will be the Order Attribute. If the Static Entity does not have an Order By Attribute specified, the Platform will not sort the list, but since it's a simple "SELECT * FROM MyEntity", both MS SQL and Oracle will return the results sorted by Id.
That's it. There's no need to create an Aggregate that sorts by Order, as long as you have Order set as Order By Attribute.

EDIT: In Reactive, there is no 'Source Entity', but if you create an Aggregate by dragging the Entity, it'll automatically include a sort on the Order By Attribute.