API: Specify the dtype of new columns added in reindex
- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

#### Code Sample, a copy-pastable example

```
df = pd.DataFrame({'x': [np.nan, 1., 2.]}).astype(pd.SparseDtype("float", np.nan))
df = df.reindex(['x', 'y'], axis='columns')
df.info()
```
```
<class 'pandas.core.frame.DataFrame'>
RangeIndex: 3 entries, 0 to 2
Data columns (total 2 columns):
x    -4 non-null Sparse[float64, nan]
y    -6 non-null float64
dtypes: Sparse[float64, nan](1), float64(1)
memory usage: 176.0 bytes
```

#### Problem description

When re-indexing the columns of a sparse dataframe, new columns are not sparse. This is problematic especially since the new columns would be completely sparse.

#### Expected Output

I'd expect that the new column was also of type `Sparse[float64, 0.0]`.

#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.5.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.3.0-45-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 0.25.0
numpy            : 1.18.1
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 19.3.1
setuptools       : 42.0.2
Cython           : 0.29.15
pytest           : 5.3.5
hypothesis       : None
sphinx           : 2.4.1
blosc            : None
feather          : 0.4.0
xlsxwriter       : None
lxml.etree       : 4.4.2
html5lib         : None
pymysql          : 0.9.3
psycopg2         : 2.8.4 (dt dec pq3 ext lo64)
jinja2           : 2.11.1
IPython          : 7.12.0
pandas_datareader: None
bs4              : 4.8.2
bottleneck       : 1.3.1
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.4.2
matplotlib       : 3.1.3
numexpr          : 2.7.1
odfpy            : None
openpyxl         : 3.0.3
pandas_gbq       : None
pyarrow          : 0.16.0
pytables         : None
s3fs             : None
scipy            : 1.3.2
sqlalchemy       : 1.3.13
tables           : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None
</details>
