BUG: Index slice an all-zero float sparse series by indexer does not preserve dtypes
#### Code Sample, a copy-pastable example

```python
import pandas as pd
import scipy as sp
import scipy.sparse

spmatrix = sp.sparse.csr_matrix((2, 2))
spmatrix[0, 0] = 1

df = pd.DataFrame.sparse.from_spmatrix(spmatrix)

# work as expected, cool
df.loc[1]
# 0    0.0
# 1    0.0
# Name: 0, dtype: Sparse[float64, 0.0]

# Indexing by index list. I expect 1,0, 0.0, not cool
df.loc[[1]]
#      0   1
# 1  0.0 0

# whenever indexing an all-zero series, it returns int type.
df.loc[[1]].loc[[1]] 
#    0  1
# 1  0  0

# checking the dtype, it has been turned into int64 instead of float64
df.loc[[1]].dtypes
# 0    Sparse[float64, 0]
# 1      Sparse[int64, 0]
# dtype: object

# indexing by bool list also not cool
df.loc[[True, True]]
#      0   1
# 0  1.0 0
# 1  0.0 0

# Slicing is cool
df.loc[0:2]
#      0    1
# 0  1.0  0.0
# 1  0.0  0.0

# If we explicitly specify its dtype, the type still not preserved.
import numpy as np
df.astype(np.float32).dtypes
# 0    Sparse[float32, 0.0]
# 1    Sparse[float32, 0.0]
df.astype(np.float32).loc[[1]].dtypes
# 0    Sparse[float64, 0.0]
# 1    Sparse[float64, 0.0]

```

#### Problem description

Index slice an all-zero sparse series by indexer (whether by bool array or index array) results in type int64. It should preserve type.

#### Expected Output

#### Output of ``pd.show_versions()``

<details>

```
INSTALLED VERSIONS
------------------
commit           : 57034774bc16958b085ad6ca6d5379b9ac0289b3
python           : 3.8.1.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.15.0-101-generic
Version          : #102-Ubuntu SMP Mon May 11 10:07:26 UTC 2020
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : en_US.UTF-8
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.1.0.dev0+1742.g5703477
numpy            : 1.18.4
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.1.1
setuptools       : 41.2.0
Cython           : 0.29.19
pytest           : 5.4.3
hypothesis       : 5.16.0
sphinx           : 3.0.4
blosc            : 1.9.1
feather          : None
xlsxwriter       : 1.2.9
lxml.etree       : 4.5.1
html5lib         : 1.0.1
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.15.0
pandas_datareader: None
bs4              : 4.9.1
bottleneck       : 1.3.2
fastparquet      : 0.4.0
gcsfs            : None
matplotlib       : 3.2.1
numexpr          : 2.7.1
odfpy            : None
openpyxl         : 3.0.3
pandas_gbq       : None
pyarrow          : 0.17.1
pytables         : None
pyxlsb           : None
s3fs             : 0.4.2
scipy            : 1.4.1
sqlalchemy       : 1.3.17
tables           : 3.6.1
tabulate         : 0.8.7
xarray           : 0.15.1
xlrd             : 1.2.0
xlwt             : 1.3.0
numba            : 0.49.1
```

</details>
