BUG: .sparse.to_coo() with numeric col index without a 0
- [x] closes #18414
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Added tests for some other column name types which raised before this change, if that's overkill I can just test the int case from the OP.