Column indexing hotfix
Looks good to me as well but we'll want to add a test indeed.
You can add one if you have time @TevenLeScao.
Otherwise, we'll do it when we are back with Quentin.  I fixed it in #494 
As observed for example in #469 , currently `__getitem__` does not convert the data to the dataset format when indexing by column. This is a hotfix that imitates functional 0.3.0. code. In the future it'd probably be nice to have a test there.