Why don't we use quick sort on a linked list?
The memory access pattern in Quicksort is random, also the out-of-the-box implementation is in-place, so it uses many swaps if cells to achieve ordered result.
At the same time the merge sort is external, it requires additional array to return ordered result. In array it means additional space overhead, in the case if linked list, it is possible to pull value out and start merging nodes. The access is more sequential in nature.

Because of this, the quicksort is not natural choice for linked list while merge sort takes great advantage.

The Landau notation might (more or less, because Quicksort is still $\mathcal O(n^2)$) agree, but the constant is far higher.

In the average case both algorithms are in $\mathcal O(n\log n)$ so the asymptotic case is the same, but preference is strictly due to hidden constant and sometimes the stability is the issue (quicksort is inherently unstable, mergsort is stable).