BUG: Fix issue with inserting duplicate columns in a dataframe (GH14291)
- [x] closes #14291
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

I've been sitting on this simple fix because it seems a little kludgy. SparseDataFrame doesn't do anything parallel to broadcasting in its _sanitize_column method... should it?
