concat() on Sparse dataframe returns strange results
I open a stackoverflow question here :
http://stackoverflow.com/questions/35083277/pandas-concat-on-sparse-dataframes-a-mystery

And someone ask me to open an issue on Github.
To summarise, I don't really understand what's going on after a concat of 2 sparse data frame...
After such concat, df.density or df.memory_usage, for example, will throw an error.
Moreover, the basic structure of the sparse result seems strange...
I'm sorry that the bug is not defined better.
