[MRG] Fix402

[PGijsbers]

This PR contributes:

• Fixing openml.datasets.get_data() has unpredictable number of return values #402: dataset.get_data now always returns a quaternary tuple of data, targets, categorical, attribute names.
• Removing the FutureWarning for moving to pd.DataFrame and adjust default behavior.
• Update tests to reflect both new default behaviors.

Second contribution and related test updates really should have been a separate PR.
I am sorry for putting it into one, it kinda happened.

Closes#402.
Will need to create a new issue, because I removed this TODO (all TODOs should rather be centralized on the issue tracker, right?).

[codecov-io]

Codecov Report

Merging #677 into develop will decrease coverage by 0.03%.
The diff coverage is 94.73%.

@@ Coverage Diff @@## develop #677 +/- ##
==========================================
- Coverage 90.54% 90.5% -0.04% 
==========================================
Files 36 36 Lines 3743 3730 -13 ==========================================
- Hits 3389 3376 -13 
Misses 354 354

Impacted Files	Coverage Δ
openml/tasks/task.py	94.77% <100%> (ø)	⬆️
openml/datasets/dataset.py	88.12% <93.33%> (-0.47%)	⬇️

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