BUG: do not raise UnsortedIndexError if sorting is not required
 - [x] closes #16734
 - [x] tests added / passed
 - [x] passes ``git diff master --name-only -- '*.py' | flake8 --diff``
 - [x] whatsnew entry

Simple fix, but it does what I think it should. Maybe that part of indexing would benefit from some more general cleaning, but I really don't have time at the moment.