Use _gather internal for sort_*

[isVoid]

closes #9667

This PR evades deprecation warning for sort_* apis. There's a corner case that the name of columns are multi level, and it's handled ad-hoc here. But should use more refactoring to the factory method.

[codecov]

Codecov Report

Merging #9668 (fb52838) into branch-21.12 (ab4bfaa) will decrease coverage by 0.07%.
The diff coverage is n/a.

@@               Coverage Diff                @@
##           branch-21.12    #9668      +/-   ##
================================================
- Coverage         10.79%   10.71%   -0.08%     
================================================
  Files               116      117       +1     
  Lines             18869    19887    +1018     
================================================
+ Hits               2036     2130      +94     
- Misses            16833    17757     +924     

Impacted Files	Coverage Δ
python/dask_cudf/dask_cudf/sorting.py	92.90% <0.00%> (-1.21%)	⬇️
python/cudf/cudf/io/csv.py	0.00% <0.00%> (ø)
python/cudf/cudf/io/hdf.py	0.00% <0.00%> (ø)
python/cudf/cudf/io/orc.py	0.00% <0.00%> (ø)
python/cudf/cudf/__init__.py	0.00% <0.00%> (ø)
python/cudf/cudf/_version.py	0.00% <0.00%> (ø)
python/cudf/cudf/core/abc.py	0.00% <0.00%> (ø)
python/cudf/cudf/api/types.py	0.00% <0.00%> (ø)
python/cudf/cudf/io/dlpack.py	0.00% <0.00%> (ø)
python/cudf/cudf/core/frame.py	0.00% <0.00%> (ø)
... and 67 more

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[vyasr]

One question I'm confused by before we push this out.

[vyasr]

One minor thought on whether DataFrame._gather should handle the columns logic, but otherwise good. I'll let you decide if there's anything to be done there (I think we can leave the code as is). Thanks!

[vyasr]

@gpucibot merge