Why is the query not using the index for sorting?

I have a table with a number of columns.

I perform

Select *
from table
order by a,b

There is an index on a,b which is clustered (as well as indexes on a and b
alone).
I have issued the cluster and anyalze commands.

Nevertheless, PostgreSQL performs a Sequential Scan on the table and then
performs a sort.

Am I missing something?

Jonathan Blitz