Thank you for the replies.
It seems to me, from reading the replies, that, although this order is not natural from a mathematical point of view, there are programming reasons for it.
I am not in a position to assess these reasons but the fact that this comparison has been dropped in Python 3 suggests they are surmountable.
There is therefore a case for deprecating this (and similar) orders. However deprecating means the feature will be removed so this would require
alternatives. I have done a grep search on sage/src for_cmp_, __cmp__ and __richcmp__ and there seemed to only a few places where these are used.
I personally do not have the experience to pursue this.
An alternative would be to expand the category framework. The only categories for orderings I can see are OrderedMonoids, PartiallyOrderedMonoids.
We could also have (Partially)OrderedRings. I would consider opening a ticket for this but I would like to know if there is support for this
(both moral and practical). I suspect I am being naive about what is involved here.
Independently of these, there is an indisputable case for the thankless task of improving the documentation.