REGR: sort index with sliced MultiIndex
- [x] closes #55379
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/v2.1.2.rst` file if fixing a bug or adding a new feature.

test and whatsnew added in #55473. Probably makes sense to merge and backport #55473 before merging this to ensure the test runs with this fix. 
@mroeschke - gentle ping. 

https://github.com/pandas-dev/pandas/pull/55482 backports the test associated with this fix. Thanks @lukemanley 