The fourth line in your desired output is a duplicate to the third input line due to the -n option.
A possible reason for the missing line is you have a <CR> char as a line terminator somewhere that causes overwriting a line.
Please use code tags while using commands/codes/Inputs in your posts as per forum rules. Now for your requirement, you have told us like you want to sort the file as per 1st column then if this is the case then output must be having line 02006YB|09/25/15|0.859 too, if this is NOT the case then please do let us know requirement more clearly. Following may help you in same.
awk 'FNR==NR{A[$1]=$0;next} ($1 in A){print $0;delete A[$1]}' Input_file Input_file