PERF: Sparse ops speedup
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

Follow-up for #13036. Perf improvements are not significant because the number of previous `list.append` call is not so large.

```
import numpy as np
import pandas as pd

np.random.seed(1)
N = 1000000
a = np.array([np.nan] * N)
b = np.array([np.nan] * N)

indexer_a = np.unique(np.random.randint(0, N, N / 10))
indexer_b = np.unique(np.random.randint(0, N, N / 10))
a[indexer_a] = np.random.randint(0, 100, len(indexer_a))
b[indexer_b] = np.random.randint(0, 100, len(indexer_b))
sa = pd.SparseArray(a)
sb = pd.SparseArray(b)
%timeit a.sp_index.intersect(sb.sp_index0)

# before
#100 loops, best of 3: 3.04 ms per loop

# after
#100 loops, best of 3: 2.11 ms per loop
```

```
def make_sparse_array(length, num_blocks, block_size, fill_value):
    a = np.array([fill_value] * length)
    for block in range(num_blocks):
        i = np.random.randint(0, length)
        a[i:i + block_size] = np.random.randint(0, 100, len(a[i:i + block_size]))
    return pd.SparseArray(a, fill_value=fill_value)

N = 1000000
B = 10000
BS = 10

a = make_sparse_array(length=N, num_blocks=B,  block_size=BS, fill_value=np.nan) 
b = make_sparse_array(length=N, num_blocks=B,  block_size=BS, fill_value=np.nan) 

%timeit a + b
# before
#10 loops, best of 3: 70.8 ms per loop

# after
#10 loops, best of 3: 66 ms per loop
```

lgtm. ping on green.
 green except for codecov.
 thanks!

and hopefully turned off annoying codecov warnings.
