Persistent groupby future warning
#### Code Sample, a copy-pastable example if possible

```python
# Your code here
 dtf = dtf.groupby('xGUID', sort=True).apply(x_apply)
```
#### Problem description
```
2020-01-12 21:32:07,672|root|99634|MainProcess|CRITICAL| Exception Information
2020-01-12 21:32:07,672|root|99634|MainProcess|CRITICAL| Type: <class 'FutureWarning'>
2020-01-12 21:32:07,672|root|99634|MainProcess|CRITICAL| Value: Sorting because non-concatenation axis is not aligned. A future version
of pandas will change to not sort by default.

To accept the future behavior, pass 'sort=False'.

  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/x-1.1.1-py3.8.egg/xpack/core/formation_parser.py", line 91, in formation_parser
    dtf = dtf.groupby('xGUID', sort=True).apply(x_apply)
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/pandas/core/groupby/groupby.py", line 737, in apply
    return self._python_apply_general(f)
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/pandas/core/groupby/groupby.py", line 744, in _python_apply_general
    return self._wrap_applied_output(
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/pandas/core/groupby/generic.py", line 372, in _wrap_applied_output
    return self._concat_objects(keys, values, not_indexed_same=not_indexed_same)
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/pandas/core/groupby/groupby.py", line 937, in _concat_objects
    result = concat(values, axis=self.axis)
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/pandas/core/reshape/concat.py", line 244, in concat
    op = _Concatenator(
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/pandas/core/reshape/concat.py", line 428, in __init__
    self.new_axes = self._get_new_axes()
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/pandas/core/reshape/concat.py", line 497, in _get_new_axes
    new_axes[i] = self._get_comb_axis(i)
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/pandas/core/reshape/concat.py", line 528, in _get_comb_axis
    return _get_objs_combined_axis(
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/pandas/core/indexes/api.py", line 93, in _get_objs_combined_axis
    return _get_combined_index(obs_idxes, intersect=intersect, sort=sort)
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/pandas/core/indexes/api.py", line 140, in _get_combined_index
    index = _union_indexes(indexes, sort=sort)
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/pandas/core/indexes/api.py", line 215, in _union_indexes
    warnings.warn(_sort_msg, FutureWarning, stacklevel=8)
```

#### Expected Output
No FutureWarning or better warning message. sort=True or False don't remove the warning in this case.
#### Output of ``pd.show_versions()``

<details>

NSTALLED VERSIONS
------------------
commit           : None
python           : 3.8.1.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 19.2.0
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 0.25.3
numpy            : 1.18.1
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 19.3.1
setuptools       : 41.2.0
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.4.2
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.10.3
IPython          : None
pandas_datareader: 0.8.1
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.4.2
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : 1.3.12
tables           : None
xarray           : None
xlrd             : 1.2.0
xlwt             : None
xlsxwriter       : None
None

</details>
