The only ereaders I have heard of that used series information when sorting were Kobo devices running firmware version 2.3.2. Or thereabout. For one or two firmware versions at that time, the title was treated as "series - series index - book title". All sorting on the title used that. It was fixed because as useful as that was, it was also wrong.
One problem with series sorting is that the series info is not part of the standard metadata. Most devices don't know about it, and hence can't sort on it. The simplest workaround is to use a metadata plugboard in calibre to set the book title to include the series info when it is sent to the device.
Kobo devices do store series info and it is populated for books purchased from them. And the KoboTouch driver can set it for sideloaded books. Current firmware displays this but doesn't sort on it. You can search for it and see all books in a series. The driver can automatically create collections for each series.
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