DOC: Change refs in docs from pandas.SparseArray to pandas.arrays.SparseArray
- [x ] closes #30642
- [ ] tests added / passed
  - N/A
- [ ] passes `black pandas`
  - N/A
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
  - N/A
- [x] whatsnew entry

Change all references in docs to use `arrays.SparseArray` rather than just `SparseArray`
