Handle `zarr` returning `cupy` Arrays

[ilan-gold]

Please describe your wishes and possible alternatives to achieve the desired result.

After #1726 people will be able to have zarr return GPU-based arrays. We should ensure that we are ready for this feature change:

• [ ] Allow SparseDataset to return cupy sparse arrays/matrices
• [ ] Handle (either error, local setting etc.) return GPU arrays in places that definitely will not support them like DataFrame instances
• [ ] Investigate AwkwardArray compatibility with this feature
• [ ] Ensure dask is ready for this change
• [ ] Add tests for the new zarr settings to allow for this in general

cc @Intron7