Thank you for update. Indeed problems are getting fixed so you have to look at the old posts with care.
In particular as developers often read this blog it is not a surprise

mysql> EXPLAIN SELECT id FROM innodb WHERE a=3 ORDER BY id \G
*************************** 1. row ***************************
id: 1
select_type: SIMPLE
table: innodb
type: ref
possible_keys: a
key: a
key_len: 5
ref: const
rows: 3
Extra: Using where; Using index
1 row in set (0.51 sec)

This seems to be similar to my example:

#
mysql> EXPLAIN SELECT id FROM innodb WHERE a=3 \G
#
*************************** 1. row ***************************
#
id: 1
#
select_type: SIMPLE
#
TABLE: innodb
#
type: ref
#
possible_keys: a
#
KEY: a
#
key_len: 5
#
ref: const
#
rows: 1
#
Extra: USING WHERE; USING INDEX
#
1 row IN SET (0.00 sec)

Which already had using index.

CREATE TABLE `pricesbig_inno` (
`id` int(10) unsigned NOT NULL,
`url_id` int(10) unsigned NOT NULL,
`product_id` int(10) unsigned NOT NULL,
PRIMARY KEY (`product_id`,`id`),
KEY `id` (`id`)
) ENGINE=InnoDB DEFAULT CHARSET=utf8;

mysql> EXPLAIN SELECT id, product_id FROM `pricesbig_inno` WHERE id =1515;
+—-+————-+—————-+——+—————+——+———+——-+——+————-+
| id | select_type | table | type | possible_keys | key | key_len | ref | rows | Extra |
+—-+————-+—————-+——+—————+——+———+——-+——+————-+
| 1 | SIMPLE | pricesbig_inno | ref | id | id | 4 | const | 1 | Using index |
+—-+————-+—————-+——+—————+——+———+——-+——+————-+
1 row in set (0.00 sec)

The choice is basically if you access data by primary key and send it or you access data by primary key to sort it and return back to the client ?

Innodb full table scan will be reading via Innodb key and the data comes sorted already so it will be just overhead to sort it again.

If one is sorting a significant number of rows, sort is faster because it can do sequential IOs then O(logN) sort instead of random IOs.

Also quite curious if key (a,id) is used is Innodb is smart enough to notice it already had id in the end so it does not have to be added second time.

as long as the bug is not fixed, you can define key a as “KEY `a` (`a`,`id`)” to avoid filesort. I did so in my projects.

With best regards

Roland