CLN: clean-up internal sparse imports + restructure sparse submodule
Updating our internal imports to use the path were they actually live, not the old `core.sparse.api` one.

While doing this, I was thinking now that for the tests, we could actually also use the top-level `pd.` imports.

@TomAugspurger in the `core/sparse/` module, the only actual code living there is the scipy_sparse code. I moved that to `arrays` module (but could also be moved within the sparse.py file, or create a sparse subdirectory, ..). 

Do we want to raise a deprecation warning on pandas.core.sparse.api?