keep inconsistent behaviour for MultiIndex.difference

Author: jorisvandenbossche

pandas/core/indexes/multi.py

@@ -3007,12 +3007,7 @@ def difference(self, other, sort=None):
                                   assume_unique=True)
         difference = this.values.take(label_diff)
         if sort is None:
-            try:
-                difference = sorted(difference)
-            except TypeError as e:
-                    warnings.warn("{}, sort order is undefined for "
-                                  "incomparable objects".format(e),
-                                  RuntimeWarning, stacklevel=2)
+            difference = sorted(difference)
 
         if len(difference) == 0:
             return MultiIndex(levels=[[]] * self.nlevels,

pandas/tests/indexes/multi/test_set_ops.py

@@ -208,9 +208,10 @@ def test_difference_sort_incomparable():
     other = pd.MultiIndex.from_product([[3, pd.Timestamp('2000'), 4],
                                         ['c', 'd']])
     # sort=None, the default
-    with tm.assert_produces_warning(RuntimeWarning):
+    # MultiIndex.difference deviates here from other difference
+    # implementations in not catching the TypeError
+    with pytest.raises(TypeError):
         result = idx.difference(other)
-    tm.assert_index_equal(result, idx)
 
     # sort=False
     result = idx.difference(other, sort=False)