It works on my Ubuntu 8.04 machine. Maybe the problem is the source of randoms. From the manual:
--random-source=FILE
get random bytes from FILE (default /dev/urandom)
# this should give always the same result:
echo -e '2\n1\n3\n5\n4' | sort -R --random-source=/dev/zero
# this should be random:
echo -e '2\n1\n3\n5\n4' | sort -R --random-source=/dev/urandom