BUG: assign doesnt cast SparseDataFrame to DataFrame
The problem here is that a SparseDataFrame that calls assign should cast
to a DataFrame mainly because SparseDataFrames are a special case.

- [x] closes #19163
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry
