The characteristics of the odd-even effect in fission-fragment Z distributions are compared to a model based on statistical mechanics. Special care is taken for using a consistent description for the influence of pairing correlations on the nuclear level density. The variation of the odd-even effect with the mass of the fissioning nucleus and with fission asymmetry is explained by the important statistical weight of configurations where the light nascent fission fragment populates the lowest energy state of an even-even nucleus. This implies that entropy drives excitation energy and unpaired nucleons predominantly to the heavy fragment. Therefore, within our model, the odd-even effect appears as an additional signature of the recently discovered energy-sorting process in nuclear fission.