REGR: reindex with sparse data
See discussion at https://github.com/pandas-dev/pandas/pull/34158#issuecomment-636641583 and below. There was some discussion on the PR, but I think we didn't yet create an issue to track this regression.

The PR introduced a regression in `reindex` when having sparse data. Based on the linked discussion, there doesn't seem to direct / easy solution (but I didn't look into it again). So we might want to revert the PR for 1.1 until we figure out a correct solution.

cc @TomAugspurger 