In Wikibooks\' Haskell, there is the following claim:
Data.List offers a sort function for sorting lists. It does not use quicksort; rather, it uses an ef
In imperative languages, Quicksort is performed in-place by mutating an array. As you demonstrate in your code sample, you can adapt Quicksort to a pure functional language like Haskell by building singly-linked lists instead, but this is not as fast.
On the other hand, Mergesort is not an in-place algorithm: a straightforward imperative implementation copies the merged data to a different allocation. This is a better fit for Haskell, which by its nature must copy the data anyway.
Let's step back a bit: Quicksort's performance edge is "lore" -- a reputation built up decades ago on machines much different from the ones we use today. Even if you use the same language, this kind of lore needs rechecking from time to time, as the facts on the ground can change. The last benchmarking paper I read on this topic had Quicksort still on top, but its lead over Mergesort was slim, even in C/C++.
Mergesort has other advantages: it doesn't need to be tweaked to avoid Quicksort's O(n^2) worst case, and it is naturally stable. So, if you lose the narrow performance difference due to other factors, Mergesort is an obvious choice.