help understanding analyze

Hi all,
excuse me for this trivial question, but here's my doubt:
create table person(varchar id, varchar surname, varchar name)
with id primary key. Now, the query:
select * from person order by surname,name
provide me an explaination that is sequential scan + sort, as I expected.
After that I build an index on surname,name (clustered) and run vacuum to
update statistics. Then I ran again the query and got the same results (scan
+ sort) with the same time.
Now my trivial question is: why another sort? The index is clustered so the
database should not need to sort the output, or am I using wrong the tools?
Someone can explain me that?

Thanks,
Luca