Add sparse argument to `step_interact()`

[EmilHvitfeldt]

ref: #1394

This step is significantly more complicated than the others, so we will push it back a release or two.

Notes:

• The step itself it quite messy interesting, would benefit from a refactor.
• We would either need to rewrite model.matrix() for the sparse case or use Matrix::sparse.model.matrix().
• However the main issue is the toggle between sparse and non-sparse, we should only produce sparse interactions if they make sense to be returned sparsely, so some kind of zero-counting has to be done.