BUG: concat warning bubbling up through str.cat
This was an unexpected realisation from #23723 -- the change of `pd.concat` in #20613 to add `sort` and raise a warning if it's not specified was not caught in the `.str.cat` code, because it was being shadowed (apparently in all relevant tests) by another `FutureWarning` that's being raised if `join` is not specified (from #20347).

This PR only adds the kwarg to the `.str.cat` internals where necessary.

Example from #23723:
```
>>> import pandas as pd
>>> s2 = pd.Series(['a', 'b', 'c', 'd'], index=['a', 'b', 'c', 'd'])
>>> u2 = pd.Series(['b', 'd', 'a', 'c'], index=['b', 'd', 'a', 'c'])
>>> s2.str.cat([pd.Index(['d', 'c', 'b', 'a']), u2, u2.values], na_rep='-', join='left')
[...] FutureWarning: Sorting because non-concatenation axis is not aligned. A future version
of pandas will change to not sort by default.
To accept the future behavior, pass 'sort=False'.
To retain the current behavior and silence the warning, pass 'sort=True'.
a    aaab
b    bbbd
c    ccca
d    dddc
dtype: object
```
Hello @h-vetinari! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/core/strings.py`](https://github.com/h-vetinari/pandas/blob/9fc50e8c6b500aa3e035b07a05653cd6e054603d/pandas/core/strings.py) !

 Aaaaaand, another flaky hypothesis failure. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23725?src=pr&el=h1) Report
> Merging [#23725](https://codecov.io/gh/pandas-dev/pandas/pull/23725?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/a23f90142352b6427916292b2b9faa7bb61d07bc?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23725/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23725?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #23725   +/-   ##
=======================================
  Coverage   92.25%   92.25%           
=======================================
  Files         161      161           
  Lines       51383    51383           
=======================================
  Hits        47404    47404           
  Misses       3979     3979
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.64% <100%> (ø)` | :arrow_up: |
| #single | `42.31% <0%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/23725?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/strings.py](https://codecov.io/gh/pandas-dev/pandas/pull/23725/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc3RyaW5ncy5weQ==) | `98.58% <100%> (ø)` | :arrow_up: |
| [pandas/plotting/\_core.py](https://codecov.io/gh/pandas-dev/pandas/pull/23725/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb3JlLnB5) | `83.63% <0%> (ø)` | :arrow_up: |
| [pandas/core/indexing.py](https://codecov.io/gh/pandas-dev/pandas/pull/23725/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhpbmcucHk=) | `93.87% <0%> (ø)` | :arrow_up: |
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/23725/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `96.82% <0%> (ø)` | :arrow_up: |
| [pandas/core/arrays/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/23725/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2NhdGVnb3JpY2FsLnB5) | `95.34% <0%> (ø)` | :arrow_up: |
| [pandas/core/window.py](https://codecov.io/gh/pandas-dev/pandas/pull/23725/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvd2luZG93LnB5) | `96.4% <0%> (ø)` | :arrow_up: |
| [pandas/core/arrays/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/23725/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2RhdGV0aW1lcy5weQ==) | `98.47% <0%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23725?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/23725?src=pr&el=footer). Last update [a23f901...9fc50e8](https://codecov.io/gh/pandas-dev/pandas/pull/23725?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks!