CI/TST: Supply dtype to coo_matrix until scipy is fixed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them

Fixes CI for Windows 3.7 np1.6; regression in scipy 1.6.1 (https://github.com/scipy/scipy/issues/13585)

Alternative would be to pin build, wasn't sure which is prefered over the other. Will open tracking issue once the method is decided.