fix feature index in Dataset::AddFeaturesFrom (fixes #5410)

[jameslamb]

Replaces #5434.
Fixes #5410.

Thanks to @EdmondElephant for discovering this bug, investigating it in #5410, and for fixing it in #5434!

I'm just replacing that PR with this one due to lack of response there (it has been more than 3 months since the last comment there).

Notes for Reviewers

I ran the following to test that this new unit test segfaults on master and passes on this PR.

mkdir build
cd build
cmake ..
make -j4
cd ../python-package
python setup.py --install
cd tests/python_package_test
pytest 'test_basic.py::test_add_features_does_not_fail_if_initial_dataset_has_zero_informative_features'

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