fix regression with set_output in scikit-learn < 1.4

[jeromedockes]

OnEachColumn, when its transformer is a scikit-learn transformer exposing set_output, calls set_output('pandas') or set_output('polars') to get the output in the correct dataframe.

in old scikit-learn versions, set_output('polars') is not supported, so OnEachColumn does set_output('pandas') and later does the conversion itself with polars.from_pandas.

or at least it's supposed to -- when doing a small change in #973 to handle possible exceptions raised by set_output I forgot to copy the "else" part of the "if scikit-learn < 1.4" block so now it is always using "polars" even in scikit-learn versions that don't support it.

this pr fixes the regression

[Vincent-Maladiere]

Thanks @jeromedockes !

[jeromedockes]

thanks for the review :) I'll merge it to unblock #1115