DBSCAN always triggers and EfficiencyWarning

### Describe the bug

Calling dbscan always triggers an efficiency warning. There is no apparent way to either call it correctly or disable the warning. 

This was originally reported as an issue in SemiBin, which uses DBSCAN under the hood: https://github.com/BigDataBiology/SemiBin/issues/175

### Steps/Code to Reproduce

```python
import numpy as np
from sklearn.cluster import dbscan
from sklearn.neighbors import kneighbors_graph, sort_graph_by_row_values

f = np.random.randn(10_000, 240)
dist_matrix = kneighbors_graph(
    f,
    n_neighbors=200,
    mode='distance',
    p=2,
    n_jobs=3)

_, labels = dbscan(dist_matrix,
        eps=0.1, min_samples=5, n_jobs=4, metric='precomputed')


dist_matrix = sort_graph_by_row_values(dist_matrix)
_, labels = dbscan(dist_matrix,
        eps=0.1, min_samples=5, n_jobs=4, metric='precomputed')
```

### Expected Results

No warning, at least in second call

### Actual Results

```
/home/luispedro/.mambaforge/envs/py3.11/lib/python3.11/site-packages/sklearn/neighbors/_base.py:248: EfficiencyWarning: Precomputed sparse input was not sorted by row values. Use the function sklearn.neighbors.sort_graph_by_row_values to sort the input by row values, with warn_when_not_sorted=False to remove this warning.
  warnings.warn(
/home/luispedro/.mambaforge/envs/py3.11/lib/python3.11/site-packages/sklearn/neighbors/_base.py:248: EfficiencyWarning: Precomputed sparse input was not sorted by row values. Use the function sklearn.neighbors.sort_graph_by_row_values to sort the input by row values, with warn_when_not_sorted=False to remove this warning.
  warnings.warn(
```

### Versions

```shell
I tested on the current main branch, 5cdbbf15e3fade7cc2462ef66dc4ea0f37f390e3, but it has been going on for a while (see original SemiBin report from September 2024):


System:
    python: 3.11.9 | packaged by conda-forge | (main, Apr 19 2024, 18:36:13) [GCC 12.3.0]
executable: /home/luispedro/.mambaforge/envs/py3.11/bin/python3.11
   machine: Linux-6.8.0-55-generic-x86_64-with-glibc2.39

Python dependencies:
      sklearn: 1.7.dev0
          pip: 24.0
   setuptools: 70.0.0
        numpy: 1.26.4
        scipy: 1.13.1
       Cython: None
       pandas: 2.2.2
   matplotlib: 3.8.4
       joblib: 1.4.2
threadpoolctl: 3.5.0

Built with OpenMP: True

threadpoolctl info:
       user_api: blas
   internal_api: openblas
    num_threads: 16
         prefix: libopenblas
       filepath: /home/luispedro/.mambaforge/envs/py3.11/lib/libopenblasp-r0.3.27.so
        version: 0.3.27
threading_layer: pthreads
   architecture: Haswell

       user_api: openmp
   internal_api: openmp
    num_threads: 16
         prefix: libgomp
       filepath: /home/luispedro/.mambaforge/envs/py3.11/lib/libgomp.so.1.0.0
        version: None
```

COMMENT:
@yuwei-1 Will provide a longer writeup sometime tomorrow, but in essence, I simply add each point as its own neighbor to the `neighborhoods` variable _after_ the _ad hoc_ model fitting is completed, not before (which required modifying the `X` matrix in place). This sidesteps two issues&mdash;first, the allocation of a copy of the `X` matrix to avoid shared mutability, and second, the `EfficiencyWarning` deriving from unsorted (by row value) entries in the sparse matrix.

I'll certainly verify&mdash;with your assistance, if you are feeling up to it&mdash;the validity of my approach. I'll have more to say about this topic tomorrow; in the meantime, you are free to check out my PR at #31337.

Labels: Bug, help wanted, Needs Investigation