sort_index doesn't sort MultiIndex when .loc[] referred to non-existent label on other axis

```
In [2]: df = pd.DataFrame(0, columns=[], index=pd.MultiIndex.from_product([[], []]))

In [3]: df.loc['b', '2'] = 1

In [4]: df.loc['a', '3'] = 1

In [5]: df.sort_index()
Out[5]: 
      2    3
b   1.0  NaN
a   NaN  1.0

In [6]: df.sort_index().index.is_monotonic
Out[6]: False
```

Am I missing anything obvious?!
(Notice that this is not related to any of the two axes being initialized as empty)
