[sql] How to execute UNION without sorting? (SQL)

select T.Col1, T.Col2, T.Sort
from 
    (
      select T.Col1,
             T.Col2,
             T.Sort,
             rank() over(partition by T.Col1, T.Col2 order by T.Sort) as rn
      from
          (
            select Col1, Col2, 1 as Sort
            from Table1
            union all
            select Col1, Col2, 2
            from Table2
          ) as T
    ) as T
where T.rn = 1    
order by T.Sort

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