sink: avoid memory allocations for transforming ColumnData to Column

[hicqu]

What problem does this PR solve?

Issue Number: ref #11590

What is changed and how it works?

Avoid to alloc temp objects for ColumnData.

Check List

Tests

• Unit test

Questions

Will it cause performance regression or break compatibility?

Do you need to update user documentation, design documentation or monitoring documentation?

Release note

None