Tuples, lists, strings, etc. have a natural lexicographic ordering and can be sorted because you can always compare two elements of a given collection. That is, either a < b, b < a, or a == b.
A natural comparison between two sets is having a <= b mean a is a subset of b, which is what the expression a <= b actually does in Python. What the documentation means by "partial ordering" is that not all sets are comparable. Take, for example, the following sets:
a = {1, 2, 3}
b = {4, 5, 6}
Is a a subset of b? No. Is b a subset of a? No. Are they equal? No. If you can't compare them at all, you clearly can't sort them.
The only way you can sort a collection of sets is if your comparison function actually can compare any two elements (a total order). This means you can still sort a collection of sets using the above subset relation, but you will have to ensure that all of the sets are comparable (e.g. [{1}, {1, 2, 4}, {1, 2}]).
The easiest way to do what you want is to transform each individual set into something that you actually can compare. Basically, you do f(a) <= f(b) (where <= is obvious) for some simple function f. This is done with the key keyword argument:
In [10]: def f(some_set):
... return max(some_set)
...
In [11]: sorted([{1, 2, 3, 999}, {4, 5, 6}, {7, 8, 9}], key=f)
Out[11]: [{4, 5, 6}, {7, 8, 9}, {1, 2, 3, 999}]
You're sorting [f(set1), f(set2), f(set3)] and applying the resulting ordering to [set1, set2, set3].