 CLN: Deprecate pandas.SparseArray for pandas.arrays.SparseArray
- [x] closes #30642 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry
  - in #30644

Change all references in code from `pd.SparseArray` to `pd.arrays.SparseArray` .  Add deprecation message for `pd.SparseArray`

Per comment from @TomAugspurger here: https://github.com/pandas-dev/pandas/pull/30644#issuecomment-570671439, this may require discussion.