make BlockedSparse immutable, add note why other types must be mutable

[palday]

• add entry in NEWS.md
• after opening this PR, add a reference and run docs/NEWS-update.jl to update the cross-references.
• I've bumped the version appropriately

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 97.33%. Comparing base (19c37bb) to head (64e05be).
Report is 1 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main     #815   +/-   ##
=======================================
  Coverage   97.33%   97.33%           
=======================================
  Files          36       36           
  Lines        3495     3495           
=======================================
  Hits         3402     3402           
  Misses         93       93           

Flag	Coverage Δ
current	96.99% <ø> (ø)
minimum	97.33% <ø> (ø)
nightly	96.92% <ø> (ø)

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