Order should not matter when comparing index
I just started to look into `pandas.util.testing`, to simplify my tests.

I discover the following,

```
import pandas.util.testing as pdt
m1 = pd.MultiIndex.from_product([[1], list('ab')])
m2 = pd.MultiIndex.from_product([[1], list('abc')])
m3 = pd.MultiIndex.from_product([[1], list('cab')])

# 1. this raises error
pdt.assert_index_equal(m1, m2)

# 2. this should not raise error
pdt.assert_index_equal(m3, m2)

# 3. this does not raise error
pdt.assert_index_equal(m3.sort_values(), m2.sort_values())
```

* I am not sure if the `order` of the index should play any role in equality (**iff when they are unique**)
* If performance, was issue of not including (sorting by default), but for testing, frame's are relatively small.

Am I missing something ??. If Not, Please consider to change `default with sorting`.

```
pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 3.7.3.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 158 Stepping 10, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.24.2
pytest: 4.3.1
pip: 19.0.3
setuptools: 40.8.0
Cython: 0.29.6
numpy: 1.16.2
scipy: 1.2.1
pyarrow: None
xarray: None
IPython: 7.4.0
sphinx: 1.8.5
patsy: 0.5.1
dateutil: 2.8.0
pytz: 2018.9
blosc: None
bottleneck: 1.2.1
tables: 3.5.1
numexpr: 2.6.9
feather: None
matplotlib: 3.0.3
openpyxl: 2.6.1
xlrd: 1.2.0
xlwt: 1.3.0
xlsxwriter: 1.1.5
lxml.etree: 4.3.2
bs4: 4.7.1
html5lib: 1.0.1
sqlalchemy: 1.3.1
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
gcsfs: None
```

