BUG "array-like" in parameter validation treats sparse containers as valid inputs

### Describe the bug

In parameter validation there are many places where we use `["array-like", "sparse matrix"]` so I think at least the former should not be a superset of the latter, but it is the case now. Looking at the class `_ArrayLikes`, it treats the input as valid as long as the input has `__len__`, `shape`, or `__array__` and is not a scaler. Clearly both sparse matrices and sparse arrays satisfy this condition, though I think they should be excluded. I propose adding the constraint `not sp.issparse(array)` to `"array-like"`.

For more context please see #27950 which tries to extend parameter validation to the new sparse arrays.

<details>
<summary>Also quoting the <a href="https://scikit-learn.org/stable/glossary.html#term-array-like">glossary page</a></summary>
<p></p>

<img src="https://github.com/scikit-learn/scikit-learn/assets/108576690/d6393a0e-6ae5-4d71-b550-7b139a4edb1e" width="80%" />

</details>

### Steps/Code to Reproduce

```python
>>> from sklearn.utils._param_validation import validate_params
>>> @validate_params({"X": ["array-like"]}, prefer_skip_nested_validation=False)
... def func(X):
...     return X
...
>>> import scipy.sparse as sp
>>> func(sp.csr_array((3, 4)))
<3x4 sparse array of type '<class 'numpy.float64'>'
        with 0 stored elements in Compressed Sparse Row format>
>>> func(sp.csr_matrix((3, 4)))
<3x4 sparse matrix of type '<class 'numpy.float64'>'
        with 0 stored elements in Compressed Sparse Row format>
```

Another example can be `AgglomerativeClustering`, where the validation for `connectivity` does not include `"sparse matrix"` but tests such as `sklearn/cluster/tests/test_hierarchical.py::test_agglomerative_clustering` are passing even though `connectivity` is sparse.

### Expected Results

Both should raise `sklearn.utils._param_validation.InvalidParameterError: The 'X' parameter of func must be an array-like`.

### Actual Results

No error.

### Versions

```shell
System:
    python: 3.9.18 | packaged by conda-forge | (main, Aug 30 2023, 03:40:31) [MSC v.1929 64 bit (AMD64)]
executable: D:\Downloads\mambaforge\envs\sklearn-env\python.exe
   machine: Windows-10-10.0.19045-SP0

Python dependencies:
      sklearn: 1.5.dev0
          pip: 23.2.1
   setuptools: 68.2.2
        numpy: 1.26.0
        scipy: 1.11.2
       Cython: 3.0.2
       pandas: 2.1.4
   matplotlib: 3.8.2
       joblib: 1.3.2
threadpoolctl: 3.2.0

Built with OpenMP: True

threadpoolctl info:
       user_api: blas
   internal_api: mkl
    num_threads: 6
         prefix: libblas
       filepath: D:\Downloads\mambaforge\envs\sklearn-env\Library\bin\libblas.dll
        version: 2022.1-Product
threading_layer: intel

       user_api: openmp
   internal_api: openmp
    num_threads: 12
         prefix: vcomp
       filepath: D:\Downloads\mambaforge\envs\sklearn-env\vcomp140.dll
        version: None
```

COMMENT:
I think we should indeed introduce a more explicit constraints, in addition to "array-like". Maybe a new "dense array-like" for cases where neither sparse arrays (nor sparse matrices) are not supported?

Labels: Bug