BUG: make sure that the multi-index is lex-sorted before passing to _lexsort_indexer (GH8017)

BUG: sparse repr of multi-index frame with a FloatIndex as a level was incorrect

closes #8017 
I have to say I do not really understand this. What was the issue this solved? 
Because I don't see how this solves the incorrect repetitions of 'red' in the first level.