This answer to this question contains a proof that every set can be linearly ordered, but doesn't prove choice along the way as this comment points out.
I'm trying to figure out why the axiom of choice is not a consequence of this argument.
Here's my best guess as to what's happening, but it feels like I'm missing something obvious.
Every finite linear order is a well-order, so we have the existence of a well-order for every finite subset.
However, given a relation symbol $R$, $R$ being a well-order is not a first-order property ... therefore when we invoked compactness we didn't get the well-order property because we were not promised it.
I'm having trouble understanding this comment, however.
Yes. I gave my students this question (with a generous hint) recently. After that I sat to understand exactly where it fails to well-order $A$, and it's a very subtle point indeed!
This suggests that, in some sense, we actually need to do something to get our combined well-order to "break", or that we can get pretty far almost-constructing a well-order by applying compactness.