In the worst case, rho is equal to n, and you get O(n log n). However, O(n + n log rho) gives a better description of how it performs on partially sorted arrays.
In some other typical cases (otherwise sorted array with one element inserted, two sorted arrays appended to each other) rho is 3 and 2, so also O(n).
For instance, timsort is also very fast if only a single element is unsorted, or only two elements, or only three elements. These are not special cases explicitly handled, its just the natural way the algorithm works.