REF: Refactor sparse HDF5 read / write
In preparation for the removal of SparseSeries and SparseDataFrame, we
read into a Series[sparse] / DataFrame[sparse]. https://github.com/pandas-dev/pandas/pull/28425

cc @jreback @jorisvandenbossche.

I've just done the minimal amount to get this working. It may shed some light on how we can design an API for dispatching writing for 3rd party EAs (I think we should ask the EA for the values (arrays) to write, and the bits of extra metadata. Pandas should take care of the actual writing though. But that's for another day).