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)
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=h1) Report
> Merging [#16532](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/e60dc4cff2c6e8a2283fbb906faeb8cb01df37ff?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/16532/graphs/tree.svg?src=pr&token=eZ4WkYLtcO&width=650&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #16532      +/-   ##
==========================================
+ Coverage   90.79%    90.8%   +<.01%     
==========================================
  Files         161      161              
  Lines       51063    51062       -1     
==========================================
  Hits        46365    46365              
+ Misses       4698     4697       -1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.64% <100%> (ø)` | :arrow_up: |
| #single | `40.15% <100%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `92.31% <100%> (+0.04%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=footer). Last update [e60dc4c...4d9a956](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=h1) Report
> Merging [#16532](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/e60dc4cff2c6e8a2283fbb906faeb8cb01df37ff?src=pr&el=desc) will **decrease** coverage by `0.04%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/16532/graphs/tree.svg?src=pr&token=eZ4WkYLtcO&height=150&width=650)](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #16532      +/-   ##
==========================================
- Coverage   90.79%   90.75%   -0.05%     
==========================================
  Files         161      161              
  Lines       51063    51070       +7     
==========================================
- Hits        46365    46348      -17     
- Misses       4698     4722      +24
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.59% <100%> (-0.05%)` | :arrow_down: |
| #single | `40.11% <100%> (-0.05%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `92.31% <100%> (+0.04%)` | :arrow_up: |
| [pandas/io/formats/terminal.py](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvdGVybWluYWwucHk=) | `16.43% <0%> (-31.39%)` | :arrow_down: |
| [pandas/core/window.py](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvd2luZG93LnB5) | `96.49% <0%> (+0.01%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=footer). Last update [e60dc4c...c5d81ee](https://codecov.io/gh/pandas-dev/pandas/pull/16532?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 since we are explicit on this error, can you add a test for ``Panel`` that check this. otherwise lgtm. minor comments. lgtm. ping on green. Makes sense, thanks. Tests added. In hindsight, I have re-added the arguments in the function (making the first argument optional) so that even if the method is called with arguments, as it is done for DataFrames, it still throws a NotImplementedError rather than a TypeError. thanks!