PERF: allow to skip validation/sanitization in DataFrame._from_arrays
For cases where you know to have valid data (eg you just created them yourself, or they are already validated), it can be useful to skip the validation checks when creating a DataFrame from arrays.

Use case is for example https://github.com/pandas-dev/pandas/pull/32825

From investigating https://github.com/pandas-dev/pandas/issues/32196#issuecomment-600824238

@rth this gives another 20% improvement on the dataframe creation part. Together with https://github.com/pandas-dev/pandas/pull/32856, it gives a bit more than a 2x improvement on the dataframe creation part (once the sparse arrays are created)