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:
> If there's an efficiency warning but we turn off the warning, then the process is still "inefficient" tho regardless no?
> 
> I could be wrong. Haven't followed too heavily. 

The original `EfficiencyWarning` derives from the sparse `X` matrix no longer being sorted by row value after explicitly setting the diagonal entries. The first fix I proposed was to sort the `X` matrix by row value after the entry setting but before the neighborhood fitting, although it is true that this may introduce unnecessary overhead (not 100% sure yet). (To clarify—turning off the warning during the sorting affected a different warning from the one we initially got. It is potentially inefficient for a different reason altogether.)

Hence, my second proposed fix (the one I included in #31337) avoids setting the diagonal entries of the sparse matrix at all in favor of updating the neighborhoods data after the model fitting. Hopefully this is more efficient; your thoughts, @adam2392?

Labels: Bug, help wanted, Needs Investigation