All you're doing with the divide and conquer is breaking up the list into smaller lists, then putting the sorted smaller lists back together. This breakdown and rebuilding is an O(logn) operation:
0 1 2 3 4 5 6 7 8 9 A B C D E F
0 1 2 3 4 5 6 7
0 1 2 3
0 1
2 3
0 1 2 3
4 5 6 7
4 5
6 7
4 5 6 7
0 1 2 3 4 5 6 7
8 9 A B C D E F
8 9 A B
8 9
A B
8 9 A B
C D E F
C D
E F
C D E F
8 9 A B C D E F
0 1 2 3 4 5 6 7 8 9 A B C D E F
Now add to that the O(n) cost of sorting each partial list, and you've got the classic O(n * logn) complexity.