Merge Sort in Kotlin
I have zero experience with Kotlin, but I can tell you how to make your implementation run faster. You could allocate the auxiliary space only once throughout the entire algorithm, and you essentially merge from one array to other, then at a higher recursion level, you swap their roles and merge in opposite direction. You can learn about this approach here.

Also, one nitpick: in most languages (I know), the sorting method/function does not return any list; they just modify the input array.

Hope that helps.