API: change Index set ops sort=True -> sort=None
See discussion in https://github.com/pandas-dev/pandas/pull/25007, and particularly https://github.com/pandas-dev/pandas/pull/25007#issuecomment-459384037

This changes the parameter *value* of True to None (without any change in behaviour), so we keep the possibility open to have `sort=True` to mean "always sorting" in the future.

I started from the branch of Tom in https://github.com/pandas-dev/pandas/pull/25007 (as there were already useful doc changes + new tests), and changed the value + updated the tests from there.

cc @TomAugspurger @jreback 

closes https://github.com/pandas-dev/pandas/issues/24959
Hello @jorisvandenbossche! Thanks for updating the PR.































Cheers ! There are no PEP8 issues in this Pull Request. :beers: 

##### Comment last updated on February 01, 2019 at 20:06 Hours UTC # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25063?src=pr&el=h1) Report
> Merging [#25063](https://codecov.io/gh/pandas-dev/pandas/pull/25063?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/da5f5eb6c11140a2bb9f84049d30ba7d89bdbfd0?src=pr&el=desc) will **decrease** coverage by `49.49%`.
> The diff coverage is `50%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25063/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25063?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25063      +/-   ##
==========================================
- Coverage   92.37%   42.87%   -49.5%     
==========================================
  Files         166      166              
  Lines       52403    52418      +15     
==========================================
- Hits        48405    22476   -25929     
- Misses       3998    29942   +25944
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `?` | |
| #single | `42.87% <50%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25063?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/api.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9hcGkucHk=) | `84.15% <0%> (-14.86%)` | :arrow_down: |
| [pandas/core/indexes/range.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9yYW5nZS5weQ==) | `52.63% <0%> (-44.73%)` | :arrow_down: |
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `48.54% <100%> (-47.73%)` | :arrow_down: |
| [pandas/core/indexes/interval.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9pbnRlcnZhbC5weQ==) | `35.14% <100%> (-60.11%)` | :arrow_down: |
| [pandas/core/indexes/multi.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9tdWx0aS5weQ==) | `34.17% <18.18%> (-61.43%)` | :arrow_down: |
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `56.32% <78.57%> (-40%)` | :arrow_down: |
| [pandas/io/formats/latex.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvbGF0ZXgucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/core/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY2F0ZWdvcmljYWwucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/sas/sas\_constants.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfY29uc3RhbnRzLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/plotting.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcGxvdHRpbmcucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| ... and [129 more](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25063?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/25063?src=pr&el=footer). Last update [da5f5eb...5e1b831](https://codecov.io/gh/pandas-dev/pandas/pull/25063?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/25063?src=pr&el=h1) Report
> Merging [#25063](https://codecov.io/gh/pandas-dev/pandas/pull/25063?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/da5f5eb6c11140a2bb9f84049d30ba7d89bdbfd0?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/25063/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25063?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25063      +/-   ##
==========================================
+ Coverage   92.37%   92.38%   +<.01%     
==========================================
  Files         166      166              
  Lines       52403    52416      +13     
==========================================
+ Hits        48405    48422      +17     
+ Misses       3998     3994       -4
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.8% <100%> (ø)` | :arrow_up: |
| #single | `42.87% <57.69%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25063?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/multi.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9tdWx0aS5weQ==) | `95.6% <100%> (+0.01%)` | :arrow_up: |
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `96.27% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/api.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9hcGkucHk=) | `99% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `96.55% <100%> (+0.22%)` | :arrow_up: |
| [pandas/core/indexes/interval.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9pbnRlcnZhbC5weQ==) | `95.25% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/range.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9yYW5nZS5weQ==) | `97.36% <100%> (ø)` | :arrow_up: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.82% <0%> (ø)` | :arrow_up: |
| [pandas/compat/pickle\_compat.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvbXBhdC9waWNrbGVfY29tcGF0LnB5) | `75.6% <0%> (ø)` | :arrow_up: |
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/25063/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `96.63% <0%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25063?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/25063?src=pr&el=footer). Last update [da5f5eb...1c5a037](https://codecov.io/gh/pandas-dev/pandas/pull/25063?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @TomAugspurger there is one failure on python 2 (https://travis-ci.org/jorisvandenbossche/pandas/jobs/487130620). Did you see that also on your PR? I don't recall seeing it, and it's not present on my last run https://travis-ci.org/pandas-dev/pandas/jobs/486980595 Not sure why the python 2 error is now solved, as the last commit only did some linting .. Maybe something intermittent. @jorisvandenbossche I applied my suggestions to the whatsnew in 
https://github.com/pandas-dev/pandas/pull/25063/commits/41c24f03b43b162ec4258187ff7196b2534b22ab. looks reasonable Fixed the typo in the whatsnew. Thanks.