API: DataFrame.__getitem__ returns Series for sparse column
Awaiting consensus on #23559, but I went ahead an implemented it.

Breaking API change for

```python
In [1]: import pandas as pd

In [2]: df = pd.DataFrame({"A": pd.SparseSeries([1, 0])})

In [3]: type(df['A'])
Out[3]: pandas.core.sparse.series.SparseSeries
```

Now Out[3] is a Series.

closes https://github.com/pandas-dev/pandas/issues/23559

Hello @TomAugspurger! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/core/dtypes/concat.py`](https://github.com/TomAugspurger/pandas/blob/17ab4f503967a913fc5578f629cf8fbbf11a4844/pandas/core/dtypes/concat.py) !

 - There are no PEP8 issues in the file [`pandas/core/frame.py`](https://github.com/TomAugspurger/pandas/blob/17ab4f503967a913fc5578f629cf8fbbf11a4844/pandas/core/frame.py) !

 - There are no PEP8 issues in the file [`pandas/tests/frame/test_indexing.py`](https://github.com/TomAugspurger/pandas/blob/17ab4f503967a913fc5578f629cf8fbbf11a4844/pandas/tests/frame/test_indexing.py) !

 - There are no PEP8 issues in the file [`pandas/tests/sparse/series/test_series.py`](https://github.com/TomAugspurger/pandas/blob/17ab4f503967a913fc5578f629cf8fbbf11a4844/pandas/tests/sparse/series/test_series.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23561?src=pr&el=h1) Report
> Merging [#23561](https://codecov.io/gh/pandas-dev/pandas/pull/23561?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/82120016e6af85afb052d95710e498a6dc58c1ce?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23561/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23561?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #23561      +/-   ##
==========================================
- Coverage   92.24%   92.24%   -0.01%     
==========================================
  Files         161      161              
  Lines       51224    51218       -6     
==========================================
- Hits        47254    47248       -6     
  Misses       3970     3970
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.63% <100%> (-0.01%)` | :arrow_down: |
| #single | `42.27% <100%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/23561?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/dtypes/concat.py](https://codecov.io/gh/pandas-dev/pandas/pull/23561/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2NvbmNhdC5weQ==) | `96.26% <ø> (-0.09%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/23561/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.03% <100%> (-0.01%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23561?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23561?src=pr&el=footer). Last update [8212001...17ab4f5](https://codecov.io/gh/pandas-dev/pandas/pull/23561?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 lgtm.  thanks @TomAugspurger this seems totally reasonable, esp if we are deprecating SparseSeries.