Fix and cleanup for column matrix. (#7901)

* Fix missed type dispatching for dense columns with missing values.
* Code cleanup to reduce special cases.
* Reduce memory usage.

tests/cpp/tree/hist/test_evaluate_splits.cc

@@ -130,7 +130,6 @@ TEST_F(TestPartitionBasedSplit, CPUHist) {
 namespace {
 auto CompareOneHotAndPartition(bool onehot) {
   int static constexpr kRows = 128, kCols = 1;
-  using GradientSumT = double;
   std::vector<FeatureType> ft(kCols, FeatureType::kCategorical);
 
   TrainParam param;