BUG: fix NDFrame.as_blocks() for sparse containers

SparseBlocks don't consolidate, so previous implementation silently
dropped all but the last blocks for given dtype.

Also, drop the 'columns' kwarg, there's reindex for that.
Merge pull request #6748 from immerrr/fix-as-blocks-for-sparse

BUG: fix NDFrame.as_blocks() for sparse containers
BUG: NaTType can be unpickled properly
Fix SQLLegacy to allow parameters as mapping
Add SQL read_parameters tests
Merge pull request #6709 from gpoulin2/master

BUG: Allow mapping as parameters for SQL DBAPI2