[xy] Add auto clean name flag to io classes.

[wangxiaoyou1993]

Description

Add auto clean name flag to io classes so that user has the option to not clean the column names. The default value is True.

Close: #4602

This can be achieved by including auto_clean_name=False param in the export method.

How Has This Been Tested?

• Tested with MSSQL, Postgres and MySQL blocks

Data inserted

Checklist

• The PR is tagged with proper labels (bug, enhancement, feature, documentation)
• I have performed a self-review of my own code
• I have added unit tests that prove my fix is effective or that my feature works
• I have commented my code, particularly in hard-to-understand areas
• I have made corresponding changes to the documentation
• If new documentation has been added, relative paths have been added to the appropriate section of docs/mint.json

cc: