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This has no effect. What are you trying to do?
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I thought i had to call sort_index as mentioned in
https://stackoverflow.com/questions/54307300/what-causes-indexing-past-lexsort-depth-warning-in-pandas
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sort_index returns a new object, as long as you ignore the new object, you will just continue operating on the unsorted object. In general, we don't want to call anything in tests that is not strictly necessary.
You have to understand where the warning is from. Then you can catch the warning or re-write the test so that the warning vanishes altogether. I guess that this is not possible here, but not sure.