Per relational semantics, you always need to specify an ORDER BY if that is what you want otherwise there is no guarantee that the rows will always be returned in the desired order. While an ORDER BY may not be necessary in some cases, that could change in future, including if the number of rows in the table changes and DB2 chooses a different access plan.
If DB2 can avoid a sort by using index only access, then specifying ORDER BY will not cause an additional sort to happen because of the ORDER BY. DB2 is smart enough to know when a sort is not needed even when an ORDER BY is specified, so there is no reason to omit the ORDER BY.
M. A. Feldman
IBM Certified DBA on DB2 for Linux, UNIX, and Windows
IBM Certified DBA on DB2 for z/OS and OS/390