TYPING: errors reported by mypy 0.730
errors reported by mypy 0.730 on master.

```
pandas\compat\pickle_compat.py:71: error: Incompatible return type for "__new__" (returns "Series", but must return a subtype of "_LoadSparseSeries")
pandas\compat\pickle_compat.py:85: error: Incompatible return type for "__new__" (returns "DataFrame", but must return a subtype of "_LoadSparseFrame")
```

probably makes sense to apply these changes now to avoid ci breakage on mypy bump.
