REF: add internal mechanics to separate index/columns sparsification in Styler
This is not a user facing change.

It adds only the necessary code to permit separate control of index/column MultIndex sparsification. Essentially it removes the `get_option("display.multi_sparse")` from a low level method to a higher level method where it can be overwritten by user-args later.

partly addresses #41142 
@jreback ping this is green and your requested changes made. thanks @attack68 