BUG: multi-indexing sorting on axis=1 on >0 levels
In a DataFrame with MultiIndex, sorting on the level with date values does not do anything (order remains unchanged). This happens for both row and column indexes. In my case I am starting with a string index, converting that to datetime index, have not tried with datetime values at the start.
#### Code Sample, a copy-pastable example if possible

```
df = pd.DataFrame([[1, 2], [6, 7]])
df.columns = pd.MultiIndex.from_tuples([(0, '8/11/2016 12:00:00 AM'), (0, '8/9/2016 12:00:00 AM')], names=['l1', 'Date'])
df.columns.set_levels(df.columns.levels[1].to_datetime(), level=1, inplace=True)
df.sort_index(axis=1, level=1)

```
#### Expected Output

Columns ordered by date is the expected output. 

```
Date    2016-08-09 00:00:00 2016-08-11 00:00:00
0   2   1
1   7   6

```

Actual output are columns in the original sort order (not even lexicographically sorted).
#### output of `pd.show_versions()`
## INSTALLED VERSIONS

commit: None
python: 3.5.1.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 60 Stepping 3, GenuineIntel
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.18.1
nose: 1.3.7
pip: 8.1.1
setuptools: 20.3
Cython: 0.23.4
numpy: 1.11.0
scipy: 0.17.1
statsmodels: 0.6.1
xarray: None
IPython: 4.1.2
sphinx: 1.3.1
patsy: 0.4.0
dateutil: 2.5.1
pytz: 2016.2
blosc: None
bottleneck: 1.0.0
tables: 3.2.2
numexpr: 2.6.0
matplotlib: 1.5.1
openpyxl: 2.3.2
xlrd: 0.9.4
xlwt: 1.0.0
xlsxwriter: 0.8.4
lxml: 3.6.0
bs4: 4.4.1
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.12
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.39.0
pandas_datareader: None
