DEPR MultiIndex.is_lexsorted and MultiIndex.lexsort_depth
- [x] closes #32259
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

The issue is that `is_lexsorted` only looks at whether the _codes_ are sorted - the order of the codes doesn't necessarily reflect the sorting of the index values, e.g. if the index is created from a `.groupby(sort=False)` operation (see the linked issue for an example).

So, instead of `is_lexsorted`, users should use `is_monotonic_increasing`. There isn't an equivalent function to point them to for `lexsort_depth`, right?
`lexsort_depth` also probably needs to be made private, although there's already a `_lexsort_depth`...will think about how to rename things Some of the CI failures caused by #38703 > Some of the CI failures caused by #38703

I haven't checked yet, but thanks for looking into it! thanks @MarcoGorelli 