BUG: MultiIndex intersection with sort=False does not preserve order

[jeffzi]

import pandas as pd

arrays = [['bar', 'bar', 'baz', 'baz', 'foo', 'foo', 'qux', 'qux'],
          ['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two']]
tuples = list(zip(*arrays))
idx = pd.MultiIndex.from_tuples(tuples, names=['first', 'second'])

left = idx[2::-1]
print(left)
#> MultiIndex([('baz', 'one'),
#>             ('bar', 'two'),
#>             ('bar', 'one')],
#>            names=['first', 'second'])
right = idx[:5]
print(right)
#> MultiIndex([('bar', 'one'),
#>             ('bar', 'two'),
#>             ('baz', 'one'),
#>             ('baz', 'two'),
#>             ('foo', 'one')],
#>            names=['first', 'second'])

# expected same order as left
intersect = left.intersection(right, sort=False)
print(intersect)
#> MultiIndex([('bar', 'two'),
#>             ('baz', 'one'),
#>             ('bar', 'one')],
#>            names=['first', 'second'])

^{Created on 2020-01-25 by the reprexpy package}

Problem description

The intersection of 2 MultiIndex with sort=False does not preserve the order, whereas other logical operators on Index and MultiIndex preserve order when sort=False.

Expected Output

The intersection of 2 MultiIndex with sort=False should return the common elements in the order of the left side.

Output of pd.show_versions()

INSTALLED VERSIONS

commit : ca3bfcc
python : 3.7.6.final.0
python-bits : 64
OS : Darwin
OS-release : 19.2.0
machine : x86_64
processor : i386
byteorder : little
LC_ALL : en_US.UTF-8
LANG : en_US.UTF-8
LOCALE : en_US.UTF-8

pandas : 1.0.0rc0+212.gca3bfcc54
numpy : 1.17.5
pytz : 2019.3
dateutil : 2.8.1
pip : 20.0.1
setuptools : 45.1.0.post20200119
Cython : 0.29.14
pytest : 5.3.4
hypothesis : 5.3.0
sphinx : 2.3.1
blosc : None
feather : None
xlsxwriter : 1.2.7
lxml.etree : 4.4.2
html5lib : 1.0.1
pymysql : None
psycopg2 : None
jinja2 : 2.10.3
IPython : 7.11.1
pandas_datareader: None
bs4 : 4.8.2
bottleneck : 1.3.1
fastparquet : 0.3.2
gcsfs : None
lxml.etree : 4.4.2
matplotlib : 3.1.2
numexpr : 2.7.1
odfpy : None
openpyxl : 3.0.1
pandas_gbq : None
pyarrow : 0.15.1
pytables : None
pytest : 5.3.4
pyxlsb : None
s3fs : 0.4.0
scipy : 1.4.1
sqlalchemy : 1.3.13
tables : 3.6.1
tabulate : 0.8.6
xarray : 0.14.1
xlrd : 1.2.0
xlwt : 1.3.0
xlsxwriter : 1.2.7
numba : 0.47.0