You weant to do the sort BEFORE you regroup:
db.orders.aggregate([
{ "$unwind" : "$items"} ,
{ "$sort" : { "items.sku" : 1}},
{ "$match" : { }} ,
{ "$group" : { "items" : { "$push" : { "sku" : "$items.sku"}} , "_id" : null}} ,
{ "$project" : { "_id" : 0 , "items" : 1}}
])