I was wondering really, if it was possible to have a regular expression return 'null', in list context,

Yes, a regular expression will return 'null' in list context:

$ perl -le'
use Data::Dumper;
for ( "C123xyz", "Cklm" ) {
    push @data, /C(\d*)/, "MARKER";
    }
print Dumper \@data;
'
$VAR1 = [
          '123',
          'MARKER',
          '',
          'MARKER'
        ];
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and to have sort somehow not add the null to the sorted list.

sort does not provide a way to change the size of the list it operates on, so no.