BUG: still emitting unnecessary FutureWarning in DataFrame.sort_values with sparse columns

[MarcoGorelli]

Pandas version checks

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• I have confirmed this bug exists on the latest version of pandas.

• I have confirmed this bug exists on the main branch of pandas.

Reproducible Example

ser = pd.Series(Categorical(["a", "b", "a"], categories=["a", "b", "c"]))
df = pd.get_dummies(ser, dtype=bool, sparse=True)

df.sort_values(by=df.columns.tolist())

Issue Description

This throws

FutureWarning: The behavior of .astype from SparseDtype to a non-sparse dtype is deprecated. In a future version, this will return a non-sparse array with the requested dtype. To retain the old behavior, use `obj.astype(SparseDtype(dtype))`

which the user can't do anything about

Looks the same / very related to #45618

Expected Behavior

No warning

Installed Versions

INSTALLED VERSIONS

commit : 291dfa258edb4e6b79e4962f0af582a456e5764f
python : 3.8.13.final.0
python-bits : 64
OS : Linux
OS-release : 5.10.16.3-microsoft-standard-WSL2
Version : #1 SMP Fri Apr 2 22:23:49 UTC 2021
machine : x86_64
processor : x86_64
byteorder : little
LC_ALL : None
LANG : en_GB.UTF-8
LOCALE : en_GB.UTF-8

pandas : 1.6.0.dev0+215.g291dfa258e.dirty
numpy : 1.22.4
pytz : 2022.2.1
dateutil : 2.8.2
setuptools : 65.3.0
pip : 22.2.2
Cython : 0.29.32
pytest : 7.1.3
hypothesis : 6.54.5
sphinx : 4.5.0
blosc : None
feather : None
xlsxwriter : 3.0.3
lxml.etree : 4.9.1
html5lib : 1.1
pymysql : 1.0.2
psycopg2 : 2.9.3
jinja2 : 3.0.3
IPython : 8.5.0
pandas_datareader: 0.10.0
bs4 : 4.11.1
bottleneck : 1.3.5
brotli :
fastparquet : 0.8.3
fsspec : 2021.11.0
gcsfs : 2021.11.0
matplotlib : 3.5.3
numba : 0.55.2
numexpr : 2.8.3
odfpy : None
openpyxl : 3.0.10
pandas_gbq : 0.17.8
pyarrow : 9.0.0
pyreadstat : 1.1.9
pyxlsb : 1.0.9
s3fs : 2021.11.0
scipy : 1.9.1
snappy :
sqlalchemy : 1.4.41
tables : 3.7.0
tabulate : 0.8.10
xarray : 2022.6.0
xlrd : 2.0.1
xlwt : 1.3.0
zstandard : 0.18.0
tzdata : None
None