feat: make dense_ad act as the identity on a dense backend

[gdalle]

Checklist

• Appropriate tests were added
• Any code changes were done in a way that does not break public API
• All documentation related to code changes were updated
• The new code follows the
  contributor guidelines, in particular the SciML Style Guide and
  COLPRAC.
• Any new documentation only uses public API

Additional context

Adds a natural default dense_ad(ad::AbstractADType) = ad to help avoid the following pattern:

if ad isa AutoSparse
    dense_ad(ad)
else
    ad
end

[oscardssmith]

thanks!