ARROW-5704: [C++] Stop using ARROW_TEMPLATE_EXPORT for SparseTensorImpl

[mrkn]

I'd like to stop using ARROW_TEMPLATE_EXPORT for SparseTensorImpl class so that it can be wrapped in Arrow GLib library on the mingw platform.

This is the continuation of #3509.

[wesm]

Looks OK to me except for the lint issue and linker failure on MSVC

[pitrou]

Looks good on the principle.

[wesm]

Sorry to edit the branch, but since the code review comments were minor I went ahead and did them so we can get closer to release-readiness =)

[mrkn]

@wesm No problem. Thank you very much!

[wesm]

We can't merge this until we address the Appveyor failure that's happening, I opened https://issues.apache.org/jira/browse/ARROW-5735

[pitrou]

Rebased to integrate CI fixes.

[codecov-io]

Codecov Report

❗ No coverage uploaded for pull request base (master@f3e1526). Click here to learn what that means.
The diff coverage is 41.93%.

@@            Coverage Diff            @@
##             master    #4670   +/-   ##
=========================================
  Coverage          ?   88.79%           
=========================================
  Files             ?      604           
  Lines             ?    75277           
  Branches          ?        0           
=========================================
  Hits              ?    66839           
  Misses            ?     8438           
  Partials          ?        0

Impacted Files	Coverage Δ
cpp/src/arrow/sparse_tensor.h	89.18% <100%> (ø)
cpp/src/arrow/sparse_tensor.cc	73.8% <37.93%> (ø)

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[pitrou]

Thank you @mrkn !