don't warn if we can convert to dataframe

[amueller]

Right now there are a lot of "can't convert non-sparse dataframe to dataframe" warnings.

I don't think those make sense. Here I'm converting to dataframe. I'm not sure if that's actually necessary. We might know that it's a dataframe here already?

[codecov-io]

Codecov Report

❗ No coverage uploaded for pull request base (develop@23d4e6f). Click here to learn what that means.
The diff coverage is 100%.

@@            Coverage Diff             @@
##             develop     #829   +/-   ##
==========================================
  Coverage           ?   88.05%           
==========================================
  Files              ?       36           
  Lines              ?     4246           
  Branches           ?        0           
==========================================
  Hits               ?     3739           
  Misses             ?      507           
  Partials           ?        0

Impacted Files	Coverage Δ
openml/datasets/dataset.py	87.56% <100%> (ø)

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