CLN: raise correct error for Panel sort_values
 - [x] closes #15960 
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master --name-only -- '*.py' | flake8 --diff``
 - [ ] whatsnew entry

I do not believe there is a need for tests or whatsnew entry.

I modified the error raised (I think NotImplementedError should reflect better the situation) and added a small docstring to explain that the method is not implemented (similar to other methods in the same class)