ENH: add `styler` option context for sparsification of columns and index separately
This PR closes #41142.

It adds a new `pandas.options` context for Styler (see #41395), and create the `sparse.index` and `sparse.columns` options, defaulting to True.

It also allows a keyword application for sparsification via the `.render` method, (this might not really be necessary: opinion welcome)

- [x] tests added for kwarg application and option context 
