Mark the beginning of the line, move down to the beginning of the next line, then on the command line enter
through xargs -n 1 | sort | xargs
That works for me. I note that regardless of whether you include the end-of-line in your selection, you'll always get a trailing new-line. So if you only select an inner portion of a line, the line will be broken after the through command returns. But if you're making a macro, you can account for that.