It won't let me order by catalog_number:

musicbrainz_db=> SELECT array_agg(catalog_number) AS catalog_numbers, release FROM release_label GROUP BY release ORDER BY catalog_number;
ERROR:  column "release_label.catalog_number" must appear in the GROUP BY clause or be used in an aggregate function
LINE 1: ...ease FROM release_label GROUP BY release ORDER BY catalog_nu...

Not sure why. Perhaps you can provide further enlightenment?