What the machine does
The count is not the time
An operation count is exact, machine-independent, and not a running time. The gap between them is mostly memory, and it is large enough to reorder the rankings. This site carries a second count — modelled cache misses from the same runs — and asserts that the two disagree, because if they agreed the second one would carry no information.
The cliff where the data stops fitting
Below the cache's capacity, almost every access hits. A factor of eight above it, almost every access misses. The transition is not gradual and it is not a property of any algorithm — it is a property of how much data there is, and an algorithm's complexity class says nothing about which side of it a program is working on.
Where an algorithm looks
Plotted as index against time, every array access an algorithm makes becomes a picture that no count contains. Merge sort's is a set of sweeps. Heapsort's is a spray. Quicksort's is a narrowing triangle. These shapes decide how fast the algorithms run and they are entirely absent from the analysis that says all three are Θ(n log n).
Where insertion sort actually wins
Every production sorting routine falls back to insertion sort on small subarrays, and the usual explanation is that below some threshold it does fewer comparisons. Measured, it does not — not at sixteen elements, not at eight, not at four. The crossover is real and it is entirely in memory traffic, which is a distinction the usual telling loses.