BUG: do not raise UnsortedIndexError if sorting is not required
 - [x] closes #16734
 - [x] tests added / passed
 - [x] passes ``git diff master --name-only -- '*.py' | flake8 --diff``
 - [x] whatsnew entry

Simple fix, but it does what I think it should. Maybe that part of indexing would benefit from some more general cleaning, but I really don't have time at the moment.
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16736?src=pr&el=h1) Report
> Merging [#16736](https://codecov.io/gh/pandas-dev/pandas/pull/16736?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/520f87b95639e4fc0344a6c6b9851b5cc5a1376b?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/16736/graphs/tree.svg?token=eZ4WkYLtcO&src=pr&width=650&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/16736?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #16736      +/-   ##
==========================================
+ Coverage   90.93%   90.93%   +<.01%     
==========================================
  Files         161      161              
  Lines       49281    49282       +1     
==========================================
+ Hits        44814    44816       +2     
+ Misses       4467     4466       -1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.7% <100%> (ø)` | :arrow_up: |
| #single | `40.17% <20%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/16736?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/multi.py](https://codecov.io/gh/pandas-dev/pandas/pull/16736?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9tdWx0aS5weQ==) | `96.65% <100%> (-0.01%)` | :arrow_down: |
| [pandas/core/common.py](https://codecov.io/gh/pandas-dev/pandas/pull/16736?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29tbW9uLnB5) | `91.44% <100%> (+0.05%)` | :arrow_up: |
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/16736?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `95.81% <0%> (+0.05%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16736?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/16736?src=pr&el=footer). Last update [520f87b...f77e2b3](https://codecov.io/gh/pandas-dev/pandas/pull/16736?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @jreback I think Travis isn't in great shape today... yeah sometimes these get stuck. restarted. thanks!