TST: Use `sort` fixture in more places
- [x] closes #32183
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`


Thanks @SaturnFromTitan 

In order to close the issue can you do test_union_noncomparable in pandas\tests\indexes\ranges\test_setops.py as well.

There are several cases of @pytest.mark.parametrize("sort", [True, False]) as well. so having this fixture in top-level conftest maybe confusing.

for instance groupby where the default is True, unlike intersection where the default is False.

so is the None value in the fixture effectively True.

would tests break if the fixture was params=[None, True, False]? Yes, the tests break when `True` is added to the fixture params:
```
ValueError: The 'sort' keyword only takes the values of None or False; True was passed.
```

I'll move the fixture to pandas/tests/indexes/conftest.py instead and adjust the docstring @simonjayhawkins I updated the docstring again, please have another look