Fix `add_column` on datasets with indices mapping
Sure, let's include this in today's release. Cool ! The windows CI should be fixed on master now, feel free to merge :)
My initial idea was to avoid the `flatten_indices` call and reorder a new column instead, but in the end I decided to follow `concatenate_datasets` and use `flatten_indices` to avoid padding when `dataset._indices.num_rows != dataset._data.num_rows`.

Fix #3599