Sparse DataFrame Transposes to Dense
I am migrating my `SparseDataFrame`s to `DataFrames` with sparse columns. I can no longer transpose this DataFrame and have it stay sparse. The behavior I was expecting was to have a fully sparse DataFrame maintain sparsity when transposed.

```python
>>> arrs = scipy.sparse.coo_matrix(np.random.randint(2,size=(10000,1000)))

>>> pd.DataFrame.sparse.from_spmatrix(arrs).dtypes
0      Sparse[int64, 0]
             ...       
999    Sparse[int64, 0]

>>> pd.DataFrame.sparse.from_spmatrix(arrs.transpose()).dtypes
0       Sparse[int64, 0]
             ...       
9999    Sparse[int64, 0]

>>> pd.DataFrame.sparse.from_spmatrix(arrs).transpose().dtypes
0       int64
        ...  
9999    int64

>>> pd.SparseDataFrame(arrs).transpose().dtypes
0       Sparse[int64, nan]
               ...        
9999    Sparse[int64, nan]
```

> INSTALLED VERSIONS
> ------------------
> commit           : None
> python           : 3.6.8.final.0
> python-bits      : 64
> OS               : Linux
> 
> pandas           : 0.25.1
> numpy            : 1.17.1
> scipy            : 1.3.1