TST: Move some Series ctor tests to SharedWithSparse
 - [x] closes https://github.com/pandas-dev/pandas/pull/16906
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master -u -- "*.py" | flake8 --diff``
 - [x] whatsnew entry

Continues https://github.com/pandas-dev/pandas/pull/16906.