Test that using a `tuple` or `list` for parameter `ascending` of `sort_index` is the same
- [x] closes #43884 
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] whatsnew entry

I could not find a suitable place to add a `whatsnew` entry, if there is one I will push another commit.
thanks @fAndreuzzi 