API: Harmonize dtype for index levels for Series.sparse.from_coo
Currently the levels of the index the sparse series has different dtype (int32 or int64), depending on if the `dense_index` is true or False. This PR makes the dtype to be always int32, the same as the row/col attributes of the scipy `coo_matrix`.

See also discussion here: https://github.com/pandas-dev/pandas/pull/49560#discussion_r1067619162.

The failure looks unrelated. Thanks @topper-123 