TST: Add test to verify 'dropna' behaviour on SparseArray
verify that calling `dropna` on a pd.SparseArray does not inadvertently drop non-na records on both DataFrames and the SparseArray itself.

- [x] closes #28287
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry (not applicable?)
