BUG: `na_position` ignored when sorting `MultiIndex` with `level!=None`

[gszep]

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Reproducible Example

import pandas as pd
df = pd.DataFrame([1,2],index=pd.MultiIndex.from_tuples([(1,1),(1,pd.NA)]))

df.sort_index()
#        0
# 1 1    1
#   NaN  2

df.sort_index(level=[0,1])
#        0
# 1 NaN  2
#   1    1

# na_position seems to be ignored
df.sort_index(level=[0,1],na_position="last")
#        0
# 1 NaN  2
#   1    1

Issue Description

Sorting should be consistent whether or not all levels in level kwarg are provided. It appears that na_position is ignored when providing level.

Expected Behavior

na_position="last" should be the default behaviour no matter whether level is provided or not

Installed Versions

INSTALLED VERSIONS ------------------ commit : b69bd07 python : 3.10.4.final.0 python-bits : 64 OS : Linux OS-release : 6.0.12-76060006-generic Version : #202212290932~1674139725~22.04~ca93ccf SMP PREEMPT_DYNAMIC Thu J machine : x86_64 processor : x86_64 byteorder : little LC_ALL : None LANG : en_US.UTF-8 LOCALE : en_US.UTF-8

pandas : 2.1.0.dev0+47.gb69bd0755d
numpy : 1.23.5
pytz : 2022.7.1
dateutil : 2.8.2
setuptools : 65.6.3
pip : 23.0
Cython : None
pytest : 7.2.0
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 3.1.2
IPython : 8.8.0
pandas_datareader: None
bs4 : 4.11.1
bottleneck : None
brotli : None
fastparquet : None
fsspec : 2022.11.0
gcsfs : None
matplotlib : 3.6.2
numba : 0.56.4
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : 2022.11.0
scipy : 1.9.3
snappy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
zstandard : None
tzdata : None
qtpy : None
pyqt5 : None

[dannyi96]

seems like this is the expected behavior as of now.
As per docs - https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.sort_index.html

na_position{‘first’, ‘last’}, default ‘last’
Puts NaNs at the beginning if first; last puts NaNs at the end. Not implemented for MultiIndex.

Could be a possible enhancement though I guess.

[phofl]

Yeah, can you rephrase as enhancement request?

[AlexKirko]

At the very least, it would be nice to give the user a warning in this case, as there is little reason for them to expect the argument being ignored.

[phofl]

I'd prefer an implementation. Alternatively I'd rather raise than warn