Remove accidental SparsePage copies

[RAMitchell]

@hcho3 this heavily impacts performance of the linear models so it should go in 0.8 if possible.

[codecov-io]

Codecov Report

Merging #3583 into master will increase coverage by 0.2%.
The diff coverage is 34.78%.

@@             Coverage Diff             @@
##             master    #3583     +/-   ##
===========================================
+ Coverage     47.85%   48.05%   +0.2%     
  Complexity      188      188             
===========================================
  Files           169      169             
  Lines         13341    13331     -10     
  Branches        457      457             
===========================================
+ Hits           6384     6406     +22     
+ Misses         6732     6700     -32     
  Partials        225      225

Impacted Files	Coverage Δ	Complexity Δ
src/tree/updater_histmaker.cc	2.82% <0%> (ø)	0 <0> (ø)	⬇️
src/tree/updater_refresh.cc	5.88% <0%> (ø)	0 <0> (ø)	⬇️
src/gbm/gblinear.cc	13.87% <0%> (+0.15%)	0 <0> (ø)	⬇️
src/tree/updater_skmaker.cc	2.15% <0%> (ø)	0 <0> (ø)	⬇️
src/tree/updater_colmaker.cc	1.51% <0%> (ø)	0 <0> (ø)	⬇️
src/tree/updater_basemaker-inl.h	0% <0%> (ø)	0 <0> (ø)	⬇️
src/gbm/gbtree.cc	18.57% <0%> (ø)	0 <0> (ø)	⬇️
src/data/simple_dmatrix.cc	100% <100%> (ø)	0 <0> (ø)	⬇️
src/predictor/cpu_predictor.cc	65.06% <100%> (-0.31%)	0 <0> (ø)
src/data/sparse_page_dmatrix.cc	92.3% <100%> (ø)	0 <0> (ø)	⬇️
... and 12 more

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[hcho3]

Interesting. I wonder if this would fix #3579.