Disallow lossy SparseArray conversion
cc @TomAugspurger 
> We should likely detect that, warn, and ask users to convert before passing to SparseArray.

This gets hairy in a way that im not sure is worth it.  In particular for tzaware, if instead of raising we fall through to `data = np.array(data)`, we get object-dtype, and fill_value of np.nan instead of NaT. Updated to warn and maintain current behavior. thanks, pls add a whatsnew as a followon