API: change Index set ops sort=True -> sort=None
See discussion in https://github.com/pandas-dev/pandas/pull/25007, and particularly https://github.com/pandas-dev/pandas/pull/25007#issuecomment-459384037

This changes the parameter *value* of True to None (without any change in behaviour), so we keep the possibility open to have `sort=True` to mean "always sorting" in the future.

I started from the branch of Tom in https://github.com/pandas-dev/pandas/pull/25007 (as there were already useful doc changes + new tests), and changed the value + updated the tests from there.

cc @TomAugspurger @jreback 

closes https://github.com/pandas-dev/pandas/issues/24959