When defining a custom __dir__ method in a class, calling dir() on
said class still sorts the output. This is, imo, unexpected behaviour, especially if the order of output was specified in __dir__ and is somehow relevant.

Example and more detail here
https://stackoverflow.com/questions/46824459/custom-dir-returns-list-of-attributes-sorted-alphabetically

dir() and __dir__ work as designed and documented:

https://docs.python.org/3/reference/datamodel.html?highlight=__dir__#object.__dir__

Called when dir() is called on the object. A sequence must be returned. dir() converts the returned sequence to a list and sorts it

Alright. Are there any other magic methods that do some post-processing on a custom implementation of them ? 

I couldn't think of one, which is why this behaviour appeared odd to me.

https://docs.python.org/3/library/functions.html#dir also states that "The resulting list is sorted alphabetically." The section has an example where __dir__ returns an unsorted list but dir() returns a sorted list:

>>> class Shape:
...     def __dir__(self):
...         return ['area', 'perimeter', 'location']
>>> s = Shape()
>>> dir(s)
['area', 'location', 'perimeter']

Since the primary purpose of dir() is convenient use for humans, sorting makes perfectly sense. If you need tight control over order of values, you should make your object iterable instead or provide another method.

Several dunder methods perform some sort of post-processing or post-check:

>>> class Example:
...     def __bool__(self): return 2
... 
>>> bool(Example())
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
TypeError: __bool__ should return bool, returned int

>>> class MyInt(int):
...     pass
... 
>>> type(MyInt(1))
<class '__main__.MyInt'>
>>> class Example:
...     def __int__(self):
...         return MyInt(1)
... 
>>> int(Example())
1
>>> type(int(Example()))
<class 'int'>