but can SORT run across members of a PDS like FILEAID can
No, not that i'm aware of. Neither would cobol. Both would need an execute per member. REXX code could navigate the pds and select only the members that match the pattern you want.
so as that if I have to make changes, I do not have to code, compile, version control, proc search and also see that all have access to that lib etc..
No matter how this "code" is implemented, it should be documented and promoted . . . It is a very poorly managed environment/system that allows code to be used in production that is not managed just like other "real" code.