concatenations involving matrix annotation types yield dense matrices

[Sacha0]

Ref. #17660. Concatenations involving matrix annotation types (<:AbstractTriangular, Symmetric, Hermitian) yield dense matrices, e.g.

julia> hcat(LowerTriangular(spdiagm(1:4)), LowerTriangular(spdiagm(1:4)))
4×8 Array{Int64,2}:
 1  0  0  0  1  0  0  0
 0  2  0  0  0  2  0  0
 0  0  3  0  0  0  3  0
 0  0  0  4  0  0  0  4

julia> hcat(spdiagm(1:4), LowerTriangular(spdiagm(1:4)))
4×8 Array{Int64,2}:
 1  0  0  0  1  0  0  0
 0  2  0  0  0  2  0  0
 0  0  3  0  0  0  3  0
 0  0  0  4  0  0  0  4

julia> hcat(LowerTriangular(spdiagm(1:4)), spdiagm(1:4))
4×8 Array{Int64,2}:
 1  0  0  0  1  0  0  0
 0  2  0  0  0  2  0  0
 0  0  3  0  0  0  3  0
 0  0  0  4  0  0  0  4

whereas they should yield sparse matrices when: (1) a non-annotated matrix/vector argument to the concatenation function is sparse or special; (2) an annotated matrix argument is a sparse or special matrix; or (3) both (1) and (2). Cross reference #15172 and #16722. Best!