I don't think splashing this everywhere else in the docs would be helpful.  Tools like list.sort, sorted, min, max, nlargest, nsmallest use whatever sort order is provided by the underlying object whether it be a string, tuple, float, or int.

The section on expressions is the intended place to cover how comparison are defined for core objects:  https://docs.python.org/3/reference/expressions.html#value-comparisons

As suggested, I will edit the sorting howto to be cleared that locale aware sort ordering refers to alphabetical orderings which can vary (for example, the Spanish ll sorts differently in different locales).