BUG: reindex(columns=..) after get_dummies raises TypeError: values must be SparseArray
#### Code Sample

```python
df = pd.DataFrame.from_items([('GDP', [1, 2]),('Nation', ['AB', 'CD'])])
df = pd.get_dummies(df, columns=['Nation'], sparse=True)  # SparseDataFrame
df.reindex(columns=['GDP'])  # Fails :/

TypeError: values must be SparseArray
```
#### Problem description

I'm doing a pandas upgrade from 0.19.x to 0.21.x for my project. The above code works under 0.19.x, but not under 0.21.x.
