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[dask] Make output of feature contribution predictions for sparse matrices match those from sklearn estimators (fixes #3881) (#4378)

* test_classifier working

* adding tests

* docs

* tests

* revert unnecessary changes in tests

* test output type

* linting

* linting

* use from_delayed() instead

* docstring pycodestyle is happy with

* isort

* put pytest skips back

* respect sparse return type

* fix doc

* remove unnecessary dask_array_concatenate()

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* update predict_proba() docstring

* remove unnecessary np.array()

* Update python-package/lightgbm/dask.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* fix assertion

* fix test use of len()

* restore np.array() in tests

* use np.asarray() instead

* use toarray()

* remove empty functions in compat
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>